daydreamdreamday's repositories
asgl
A regression solver for linear and quantile regression models and lasso based penalizations'
atom
:atom: The hackable text editor
awesome-machine-learning
A curated list of awesome Machine Learning frameworks, libraries and software.
BARRA_risk
A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. Created by Rosemary He Sept. 2019, under Zhiqiang Zhang.
central-bank-nlp
Resources for using NLP on central bank communications
CentralBanking-NLP
In this repository, I will apply NLP techniques to central banks speeches.
cvxpy
A Python-embedded modeling language for convex optimization problems.
deep-learning-with-python-notebooks
Jupyter notebooks for the code samples of the book "Deep Learning with Python"
flow-forecast
Deep learning PyTorch library for time series forecasting, classification, and anomaly detection (originally for flood forecasting).
handson-ml2
A series of Jupyter notebooks that walk you through the fundamentals of Machine Learning and Deep Learning in Python using Scikit-Learn, Keras and TensorFlow 2.
handson-ml3
A series of Jupyter notebooks that walk you through the fundamentals of Machine Learning and Deep Learning in Python using Scikit-Learn, Keras and TensorFlow 2.
hmmlearn
Hidden Markov Models in Python, with scikit-learn like API
Home-Credit-Default-Risk
LightGBM, XGboost, Random Forest, Stacking, Feature Selection (PCA, correlation, feature importance)
impyute
Data imputations library to preprocess datasets with missing data
LaTeX-Templates
TeX templates for academic journal, presentation, problem set, and cheat sheet
meta-weight-net
NeurIPS'19: Meta-Weight-Net: Learning an Explicit Mapping For Sample Weighting (Pytorch implementation for noisy labels).
Meta-Weight-Net_Code-Optimization
A new code framework that uses pytorch to implement meta-learning, and takes Meta-Weight-Net as an example.
project_europa
A final project to research the European Central bank's green economy supports by using NLP
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.
RandomForestFeatureSelection
A modification in the traditional random forest feature selection method which uses less memory usually for instances where dataset is not loadable in the memory.
ReplicationCrisis
Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2022)
scalecast
The practitioner's forecasting library
sklearn-bayes
Python package for Bayesian Machine Learning with scikit-learn API
SwitchHosts
Switch hosts quickly!
tensorflow
An Open Source Machine Learning Framework for Everyone
tensorflow-deep-learning
All course materials for the Zero to Mastery Deep Learning with TensorFlow course.
Transformers-for-NLP-2nd-Edition
Under the hood working of transformers, fine-tuning GPT-3 models, DeBERTa, vision models, and the start of Metaverse, using a variety of NLP platforms: Hugging Face, OpenAI API, Trax, and AllenNLP
yaglm
A python package for penalized generalized linear models that supports fitting and model selection for structured, adaptive and non-convex penalties.