Name: Nguyen Quoc Anh
Type: User
Company: RMIT University Vietnam
Bio: Hi there, I am Andrew, a data scientist at RMIT, majoring in Economics and Finance. I have a great passion for data analysis in R and Python!
Location: Ho Chi Minh City
Blog: https://nguyenquocanhrsc.github.io
Nguyen Quoc Anh's Projects
Prediction subnet built on Bittensor
This repository contains stock datasets of Microsoft (MSFT), NVIDIA (NVDA), and Apple (AAPL). It also includes the source code of our Hybrid Deep Learning model (CNN-BiLSTM) with the implementation of Time Delay Embedding technique.
This repository contains stock datasets of Target (TGT), Amazon (AMZN), and Walmart (WMT). It also includes the source code of our Hybrid Deep Learning model (CNN-BiLSTM-GRU) with the implementation of Phase Space Reconstruction technique.
This repository contains stock datasets of Apple (AAPL), Amazon (AMZN), and Microsoft (MSFT). Data is segmented into "Raw" datasets (with basic OHLCV features) and "Enhanced" datasets (with additional technical/engineered features). It also includes the source code of our BiLSTM model and its alternative for comparative purposes.
A lightweight but efficient Transformer model for accurate univariate stock price forecasting, designed for real-time trading applications. This project transforms the vanilla Transformer architecture for higher-precision financial time series analysis with minimal computational demands.
This repository contains stock datasets of International Business Machine (IBM), CISCO (CSCO), and Intel (INTC). It also includes the source code of our Deep Learning model.
This study introduces the innovative Neural Ordinary Differential Equations (NODE) model tailored for stock price forecasting, utilizing continuous data interpretation for handling irregular time series efficiently. Empirical evidence showcases NODE's superiority, achieving over 76% reduction in MAE and RMSE metrics compared to baseline models, dem
Config files for my GitHub profile.