Siyang Liu's repositories
AiLearning
AiLearning: 机器学习 - MachineLearning - ML、深度学习 - DeepLearning - DL、自然语言处理 NLP
backtrader
Python Backtesting library for trading strategies
cam-notes
My Cambridge Lecture Notes
DeepLOB-Deep-Convolutional-Neural-Networks-for-Limit-Order-Books
This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", published in IEEE Transactions on Singal Processing. We use FI-2010 dataset and present how model architecture is constructed here. The FI-2010 is publicly avilable and interested readers can check out their paper.
DiD
Keeping track of what is going on with the latest DiD innovations.
EconML
ALICE (Automated Learning and Intelligence for Causation and Economics) is a Microsoft Research project aimed at applying Artificial Intelligence concepts to economic decision making. One of its goals is to build a toolkit that combines state-of-the-art machine learning techniques with econometrics in order to bring automation to complex causal inference problems. To date, the ALICE Python SDK (econml) implements orthogonal machine learning algorithms such as the double machine learning work of Chernozhukov et al. This toolkit is designed to measure the causal effect of some treatment variable(s) t on an outcome variable y, controlling for a set of features x.
Econometrics
Econometrics lecture notes with examples using the Julia language
econtools
Econometrics and data manipulation functions.
FR
Financial Ratios for Accounting Research
HonestDiD
Robust inference in difference-in-differences and event study designs
intermediate-macro
This repository contains all the material for a one-semester intermediate-macro course. No textbook required.
leetCode-1
:pencil2: 算法相关知识储备 LeetCode with Python and JavaScript :books:
lstm
Minimal, clean example of lstm neural network training in python, for learning purposes.
modelsummary
Beautiful and customizable model summaries in R.
my-project
Sample Replication Package
nlp-tutorial
Natural Language Processing Tutorial for Deep Learning Researchers
NYU-DLSP21
NYU Deep Learning Spring 2021
ose-course-data-science
course on data science for economists
Python-100-Days
Python - 100天从新手到大师
python-machine-learning-book-3rd-edition
The "Python Machine Learning (3rd edition)" book code repository
pytorch-Deep-Learning
Deep Learning (with PyTorch)
rscript
Call an R script from Stata
starter-hugo-academic
🎓 创建一个学术网站. Easily create a beautiful academic résumé or educational website using Hugo, GitHub, and Netlify.
Stata_guide
Stata instructions for research projects
stock
stock
strategies
quantitative trading with Javascript, Python, C++, Blockly, MyLanguage(麦语言)