OQ-K's starred repositories
ChatGLM-6B
ChatGLM-6B: An Open Bilingual Dialogue Language Model | 开源双语对话语言模型
qlib
Qlib is an AI-oriented quantitative investment platform that aims to realize the potential, empower research, and create value using AI technologies in quantitative investment, from exploring ideas to implementing productions. Qlib supports diverse machine learning modeling paradigms. including supervised learning, market dynamics modeling, and RL.
llama-recipes
Scripts for fine-tuning Llama2 with composable FSDP & PEFT methods to cover single/multi-node GPUs. Supports default & custom datasets for applications such as summarization & question answering. Supporting a number of candid inference solutions such as HF TGI, VLLM for local or cloud deployment.Demo apps to showcase Llama2 for WhatsApp & Messenger
BERT-pytorch
Google AI 2018 BERT pytorch implementation
Bert-Chinese-Text-Classification-Pytorch
使用Bert，ERNIE，进行中文文本分类
Ranger-Deep-Learning-Optimizer
Ranger - a synergistic optimizer using RAdam (Rectified Adam), Gradient Centralization and LookAhead in one codebase
Ensemble-Pytorch
A unified ensemble framework for PyTorch to improve the performance and robustness of your deep learning model.
NLP-BERT--ChineseVersion
谷歌自然语言处理模型BERT：论文解析与python代码
sec-edgar-downloader
📈 Download filings from the SEC EDGAR database using Python
FinancialDatasets
SmoothNLP 金融文本数据集(公开) Public Financial Datasets for NLP Researches Only
time-series-prediction-lstm-pytorch
Time Series Prediction with LSTM Using PyTorch
Event-Driven-Stock-Prediction-using-Deep-Learning
A deep learning method for event driven stock market prediction. Deep learning is useful for event-driven stock price movement prediction by proposing a novel neural tensor network for learning event embedding, and using a deep convolutional neural network to model the combined influence of long-term events and short-term events on stock price movements
10K-MDA-Section
Extract the Management Discussion and Analyses (MD&A) section from 10K Financial Statements
BERT-Stock-Prediction-Using-NLP
In this project, my team and I use Google's new BERT model to predict the S&P 500 using SEC 8-K filings
BayesianOnlineChange-pointDetection-python-codes-
Implementation of the Bayesian Online Change-point Detector of Ryan Prescott Adams and David McKay.
GTEx-imputation
Gene Expression Imputation with Generative Adversarial Imputation Nets
Predicting_Cryptocurrency_Price_with_LSTM_ARIMA_NLP
[Python] Adopted Neural Network (LSTM), Time Series (ARIMA) and Sentiment Analysis (NLP) to predict Bitcoin prices
Bankrutpcy_BERT
This code replicates "Corporate Bankruptcy Prediction with Domain-Adapted BERT" by Kim and Yoon (2021)
master-thesis
Fine-tuning FinBERT for Stock Return Prediction in Response to Corporate Ad-hoc Disclosures (2021)