iLampard

lamp

PyTorch implementation of the paper "Language Models Can Improve Event Prediction by Few-Shot Abductive Reasoning", NeurIPS 2023

WindAdapter

Data Adapter for Windpy

alphaware

tools for alpha research

dual_stage_attention_rnn

A Tensorflow Implementation of Dual-Stage Attention-Based Recurrent Neural Network for Time Series Prediction

deep_bsde

Tensorflow Implementation of Deep Backward Stochastic Differential Equation

market_calendars

Chinese and US trading calendars with date math utilities

x-utils

utils for research

time_dependent_rnn

Tensorflow Implementation of Time Dependent Representation of Neural Event Sequence Prediction

argcheck

Argument check decorator for python

hypro_tpp

PyTorch Implementation of Hybridly Normalized Probabilistic Model for Long-Horizon Prediction of Event Sequence, NeurIPS 2022

MLDL_Math_Note

Study Note on Machine Learning and Deep Learning

dlbook_notation_cn

dlbook_notation tex files的中文修改版

Fin_Math_Note

Note on financial mathematics

Perso_Note

Personal note on various topics

pyStratAssetAlloc

batch_norm_lstm

A Tensorflow Implementation of Batch Normalized LSTM

alpha-mind

quantitative security portfolio analysis

data-structure-and-algo

Data Structure and algorithms in C++

iLampard.github.io

Personal website

m5-python-starter

Python framework for a good neural network for the Makidrakis 5 (M5) competition hosted on Kaggle.

pyMLStudy

Machine learning study

QuantLib-SWIG

The QuantLib extension modules

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