tonylibing Goto Github PK

kydavra

A python package for feature selection in python

l2r

A Python version of RankNet, LambdaRank and LambdaMart

lambda-networks

Implementation of LambdaNetworks, a new approach to image recognition that reaches SOTA with less compute

largebatchctr

Large batch training of CTR models based on DeepCTR with CowClip.

lda2vec

learning-machine

A handbook for ML built on answers.

learning-rank-public

Learning Rank

learning-technical-trading

We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cost portfolio strategies. The learning algorithm is used to determine the relative population dynamics of technical trading strategies that can survive historical back-testing as well as form an overall aggregated portfolio trading strategy from the set of underlying trading strategies implemented on daily and intraday Johannesburg Stock Exchange data. The resulting population time-series are investigated using unsupervised learning for dimensionality reduction and visualisation. A key contribution is that the overall aggregated trading strategies are tested for statistical arbitrage using a novel hypothesis test proposed by Jarrow et al. on both daily sampled and intraday time-scales. The (low frequency) daily sampled strategies fail the arbitrage tests after costs, while the (high frequency) intraday sampled strategies are not falsified as statistical arbitrages after costs. The estimates of trading strategy success, cost of trading and slippage are considered along with an offline benchmark portfolio algorithm for performance comparison. In addition, the algorithms generalisation error is analysed by recovering a probability of back-test overfitting estimate using a nonparametric procedure introduced by Bailey et al.. The work aims to explore and better understand the interplay between different technical trading strategies from a data-informed perspective.

leveldb

LevelDB is a fast key-value storage library written at Google that provides an ordered mapping from string keys to string values.

libfacedetection

An open source library for face detection in images. The face detection speed can reach 1000FPS.

libfacedetection.train

The training program for libfacedetection for face detection and 5-landmark detection.

libhv

Like libevent, libev, and libuv, libhv provides event-loop with non-blocking IO and timer, but simpler apis and richer protocols.

liblinear-java

Java version of LIBLINEAR

librec

LibRec: A Leading Java Library for Recommender Systems, see

lightlda

Scalable, fast, and lightweight system for large-scale topic modeling

lightmatchingengine

A very light matching engine in Python.

lightnet

Transparent deep learning in hundreds of lines of code.

lihang-code

《统计学习方法》的代码实现

links-uteis

liquidation-analysis-using-multi-agent-reinforcement-learning-icml-2019

Multi-agent Reinforcement Learning for Liquidation Strategy Analysis. ICML 2019 AI in Finance.

listening-to-chaotic-whishpers--code

listnet

Implementation of the listwise Learning to Rank algorithm described in the paper by Zhe Cao, Tao Qin, Tie-Yan Liu, Ming-Feng Tsai, and Hang Li "Learning to rank: from pairwise approach to listwise approach"

listnet_chainer

a Chainer implementation of "Learning to rank: from pairwise approach to listwise approach" by Cao et al..

lite-transformer

[ICLR 2020] Lite Transformer with Long-Short Range Attention

lite.ai.toolkit

🛠 A lite C++ toolkit of awesome AI models with ONNXRuntime, NCNN, MNN and TNN. YOLOX, YOLOP, YOLOv5, YOLOR, NanoDet, YOLOX, SCRFD, YOLOX . MNN, NCNN, TNN, ONNXRuntime, CPU/GPU.

litv2

This is the official PyTorch implementation of "Fast Vision Transformers with HiLo Attention"

livetrader

load_forecasting

Load forcasting on Delhi area electric power load using ARIMA, RNN, LSTM and GRU models

lob

Benchmark Dataset of Limit Order Book in China Markets

lob-feature-analysis

Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.