Sergey Petrakov's repositories
multi-factor-model
Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulations.
finance-vix
CBOE Volatility Index (VIX) time-series dataset including daily open, close, high and low.
DL_forFinance
This git repository is based on the work of J.Heaton, N.Polson and J.Witte and their articleDeep Learning for Finance: Deep Portfolios. This paper let us explore the use of deeplearning models for problems in financial prediction and classification. Our goal isto show how applying deep learning methods to these problems can produce betteroutcomes than standard methods in finance or in Machine Learning
ml-course-msu
Lecture notes and code for Machine Learning practical course on CMC MSU
Mixture-Density-Networks-for-distribution-and-uncertainty-estimation
A generic Mixture Density Networks (MDN) implementation for distribution and uncertainty estimation by using Keras (TensorFlow)