JDE65

Jean Dessain's repositories

CustomLoss

Custom Loss functions for asset return prediction with deep learning regression

Language:PythonMIT33 30

D-ratio

D ratio is a performance metric to analyse the efficiency of algorithms that predict asset return or asset prices

Language:PythonMIT19 1 1

Adjusted-Cross-entropy-loss-function

Adjusted CrossEntropy loss function that integrates the distance between the true class and the predicted one

Language:PythonMIT8 10

Adjusted-MAE-loss-function

Adjusted MAE loss function is a custom loss function for Pytorch that integrates a penalty for the difference in sign between the true y and the predicted y.

Language:PythonMIT8 10

AssetAnalysis

Asset analysis : downloading assets and correlated assets for analysis with neural nets

Language:PythonMIT3 20

Neural_network

Multi hidden layers neural network in Octave for classification as generalization from Stanford Class CS229 on Machine learning

Language:MATLABMIT010

NN-PCA

Principal Component Analysis PCA for dimensionality reduction

Language:MATLABGPL-3.0010

Stock-Trading-Environment

A custom OpenAI gym environment for simulating stock trades on historical price data.

Language:PythonMIT000

SVM

Support Vector Machine using LIBSVM library in Octave

Language:MATLABGPL-3.0010

VBA-toolbox

The VBA toolbox

Language:MATLABGPL-3.0010