jingmouren's repositories
AI4Finance-Foundation-FinRobot
FinRobot: An Open-Source AI Agent Platform for Financial Applications using LLMs 🚀 🚀 🚀
AIMLModeling-CIRTree
The CIR (Cox Ingersoll Ross) model is a type of one-factor short-rate model where the short rate follows a square-root diffusion process. I explained how to build trinomial tree for CIR model and implemented the model in Python. https://youtu.be/L_AZqjCE3uA
auto-differentiation-QuantLib-Risks-Cpp
Fast risks with QuantLib in C++
auto-differentiation-QuantLib-Risks-Py
Fast Risks with QuantLib in Python
binary-husky-gpt_academic
为GPT/GLM等LLM大语言模型提供实用化交互接口，特别优化论文阅读/润色/写作体验，模块化设计，支持自定义快捷按钮&函数插件，支持Python和C++等项目剖析&自译解功能，PDF/LaTex论文翻译&总结功能，支持并行问询多种LLM模型，支持chatglm3等本地模型。接入通义千问, deepseekcoder, 讯飞星火, 文心一言, llama2, rwkv, claude2, moss等。
bonsook-ycevo
Non-parametric estimation of the discount rate and yield curve
bvsdinda-TPE-LSTM
A deep learning project on stock index prediction using Gated RNN with TPE-Bayesian optimization for hyperparameter tuning
cristianoarbex-cardinalityPortfolioData
Data used in the paper "Pre-selection of assets for cardinality constrained index tracking portfolios"
cristianoarbex-portfolioSimulationData
Data used in the paper "Portfolio optimisation: bridging the gap between theory and practice"
EricTianDong-drn
Distributional Refinement Network (DRN)
geatpy
Evolutionary algorithm toolbox and framework with high performance for Python
gnzsnz-jupyter-quant
A dockerized Jupyter quant research environment.
ishitamehta028-LSTM-Portfolio-Optimization-using-Gerber-Estimator
A hybrid model incorporating ML and statistical methods to optimize the portfolio using a Long Short Term Memory (LSTM) network and a covariance matrix based on the Gerber statistic. It estimates the return prices and consequently constructs a Gerber estimator covariance matrix.
joelowj-mtl-tsmom
Multi Task Learning Time Series Momentum
jolars-libslope
C++ library for Sorted L-One Penalized Estimation (SLOPE)
jolars-sortedl1
Python package for Sorted L-One Penalized Estimation (SLOPE)
kwuking-TimeMixer
[ICLR 2024] Official implementation of "TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting"
OpportunityInsights-EconomicTracker
Download data from the Opportunity Insights Economic Tracker — https://tracktherecovery.org/
rwicl--operator-deep-smoothing-for-implied-volatility
Operator Deep Smoothing
shijing001-FFN_corpus
a fine-grained financial corpus for English-Chinese translation
wrcarpenter-BDT-Model
Implementing a Black-Derman-Toy interest rate model.
wrcarpenter-Interest-Rate-Models
Python methods to create a Ho-Lee binomial interest rate model for fixed income security pricing: caps, swaps, bonds, etc.
x35f-alpha2
pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"
zhenyuhe00-BiPE
Two Stones Hit One Bird: Bilevel Positional Encoding for Better Length Extrapolation