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adaptivesfm

Adaptive State-Frequency Memory Recurrent Neural Network

adv-alstm

Code for paper "Enhancing Stock Movement Prediction with Adversarial Training" IJCAI 2019

ai-economist

Foundation is a flexible, modular, and composable framework to model socio-economic behaviors and dynamics with both agents and governments. This framework can be used in conjunction with reinforcement learning to learn optimal economic policies, as done by the AI Economist (https://www.einstein.ai/the-ai-economist).

ai_stock_trading

Design pattern for critical stages in the development process of an AI Stock Trading Bot

algorithmic-trading-with-python

Source code for Algorithmic Trading with Python (2020) by Chris Conlan

algorithmic_delta_hedging

A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization

algorithmsbook

Preview of the textbook Algorithms for Decision Making

automatic_portfolio_optimization

A pipeline to optimize a portfolio of assets and test it against unseen data.

bank-fraud-detection

Implemented text mining and natural language on complaints raised by CFPB on financial insititues to classsify them into four categories:Fraud, Fee, Policy and Unauthorized transactions. CART model was used for supervised learning with overall accuract of 80%. It can help financial institutions for having better customer realtionship management, to identify and solve major problems over specific domain, region and the seriousness of complaint. CFPB can get helped by having proper analysis on the activities of various insititutions and can take proper actions to cooridnate with the insitute and mitigate customer problems.

bar_chart_race

baselines

OpenAI Baselines: high-quality implementations of reinforcement learning algorithms

bdci2019-sentiment-classification

CCF BDCI 2019 互联网新闻情感分析 复赛top1解决方案

black-litterman

Black-Litterman model is an asset allocation model that was first developed in 1990 at Goldman Sachs by Fischer Black and Robert Litterman after whom it was named. It was an attempt to modify the existing framework for asset allocation that was established by Harry Markowitz, known as the Mean-Variance Analysis or Modern portfolio theory. The key improvement that Black-Litterman model provides is that it addresses the views of the portfolio manager about the portfolio providing an additional qualitative input that adjusts the expected returns. The contribution to expected return of each of the portfolio asset about which a view is expressed is balanced against its contribution to overall portfolio risk.

black-litterman-model

使用Python复现Black-Litterman模型。Black-Litterman模型创造性地采用贝叶斯方法将投资者对预期收益的主观看法与资产的市场均衡收益相结合，有效地解决了Markowitz均值-方差模型中投资者难以准确估计各个投资品种预期收益率、以及其权重对预期收益率的极度敏感性这两大问题。本项目使用美国市场2009年-2019年十年间的10只股票数据进行回测，证明了合理观点对资产组合收益率具有显著的正面影响效果。

black-litterman-model-1

Black-Litterman Model in python

black_litterman

Implementation of the Black-Litterman model for incorporating beliefs about the market into portfolio weight allocation

ccf_financial_negative

CCF BDCI 金融信息负面及主体判定 冠军代码

cevae

Causal Effect Inference with Deep Latent-Variable Models

china_house

**买房相关资料和项目整理，方便查看，持续更新中...

cnn-architectures

collusion

Code for the paper

competition-baseline

数据科学竞赛各种baseline代码、思路分享

computational-finance-course

Here you will find materials for the course of Computational Finance

computational_finance

Projects focusing on investigating simulations and computational techniques applied in finance

constrained-batch-policy-learning

cvae-gan-zoos-pytorch-beginner

For beginner, this will be the best start for VAEs, GANs, and CVAE-GAN. This contains AE, DAE, VAE, GAN, CGAN, DCGAN, WGAN, WGAN-GP, VAE-GAN, CVAE-GAN. All use PyTorch.

databook_python

IPython notebooks with demo code intended as a companion to the book "Data-Driven Science and Engineering: Machine Learning, Dynamical Systems, and Control" by J. Nathan Kutz and Steven L. Brunton

datacamp-community-tutorials

Tutorials for DataCamp (www.datacamp.com)

dataease

人人可用的开源数据可视化分析工具。

deep-hedging-of-long-term-financial-derivatives

This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.