WindChaserZ's repositories
pytorch-CycleGAN-and-pix2pix
Image-to-Image Translation in PyTorch
AlphaNetV3
Recurrent Neural Network for predicting Stock Returns
awesome-chatgpt-prompts
This repo includes ChatGPT prompt curation to use ChatGPT better.
awesome-multimodal-ml
Reading list for research topics in multimodal machine learning
BjfuPaperFormat
北京林业大学本科毕业论文格式助手（word插件）
CrDoCo-pytorch
[CVPR 2019] CrDoCo: Pixel-level Domain Transfer with Cross-Domain Consistency
CSYuTuiMian2020
关于2020年CS预推免的汇总。欢迎大家分享预推免信息，资瓷一下互联网精神吼不吼啊？
deep-finance
Datasets, papers and books on AI & Finance.
healthy_everyday
自动出校申请
Informer2020
The GitHub repository for the paper "Informer" accepted by AAAI 2021.
LessonPythonCode
LessonPythonCode
mmdetection
OpenMMLab Detection Toolbox and Benchmark
qlib
Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies. An increasing number of SOTA Quant research works/papers are released in Qlib.
quantum-portfolio-optimisation
Using qGANs for Quantum Portfolio Optimisation
stockpredictionai
In this noteboook I will create a complete process for predicting stock price movements. Follow along and we will achieve some pretty good results. For that purpose we will use a Generative Adversarial Network (GAN) with LSTM, a type of Recurrent Neural Network, as generator, and a Convolutional Neural Network, CNN, as a discriminator. We use LSTM for the obvious reason that we are trying to predict time series data. Why we use GAN and specifically CNN as a discriminator? That is a good question: there are special sections on that later.