jingmouren's repositories
alpha-mind
quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha combining and portfolio calculation.
awesome-privacy-chinese
[WIP]国内隐私合规技术交流
couta
a time series anomaly detection method based on the calibrated one-class classifier
cptopt
Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization
Dash
Tensorflow implementation for Dash
dataprep
DataPrep — The easiest way to prepare data in Python. You can collect data from common data sources through `connector`, do exploratory data analysis through `eda`, clean and standardize data through `clean`
deep-stock
Deep Learning for Stock Market
fingraph
Graphical Models in Heavy-Tailed Markets (NeurIPS 2021)
gtrick
Bag of Tricks for Graph Neural Networks.
invest-alchemy
Invest Alchemy is a trade assistant for A share stock market. 为了满足上班族或业余投资者简单长期的投资需求，投资炼金术这个辅助用户投资交易的系统，它可以从投资组合整体的角度评价交易策略的风险与收益，而不像大多量化投资软件，解决了交易策略在模拟回测与投资组合实践中差距过大的问题。
LTSF-Linear
This is an official implementation for "Are Transformers Effective for Time Series Forecasting?"
lycaon
A collection of boosting algorithms
nlp-tutorial
NLP新手入门教程
ppscore
Predictive Power Score (PPS) in Python
procrustes
Python library for finding the optimal transformation(s) that makes two matrices as close as possible to each other.
qitianwu-FATE
FeATure Extrapolation Networks
quokka
Fast data lake analytics/ETL/ML pipeline tool
rtdl
Research on Tabular Deep Learning (Python package & papers)
sparseGraph
Does the l1-norm learn a sparse graphical model under Laplacian constraints? It doesn't.
tts-gan
TTS-GAN: A Transformer-based Time-Series Generative Adversarial Network
universal-portfolios
Collection of algorithms for online portfolio selection