Philip Patterson's starred repositories
ND-Pyomo-Cookbook
A repository of Pyomo examples.
DoppelGANger
[IMC 2020 (Best Paper Finalist)] Using GANs for Sharing Networked Time Series Data: Challenges, Initial Promise, and Open Questions
Adventures-in-Financial-Data-Science
Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, such as that on Medium. Those for the book are mostly originally written for the RATS time-series analysis system, which is commercial software, so I have begun porting the code to Python Notebooks written for Google's colab https://colab.research.google.com. This is mostly what I will post here. The figures for the book will be generated by notebooks titled "Section n.n.n Section Title" etc.
Financial-Data-Science-in-Python
This collects the scripts and notebooks required to reproduce my published work.
MirrorDataGenerator
MirrorDataGenerator is a python tool that generates synthetic data based on user-specified causal relations among features in the data. It focuses on how features relate with demographic attributes (e.g. gender, race, disability status, etc), which are considered as sensitive information for certain domains (e.g. employment, housing, etc).
Wilmott-Articles
This contains notebooks and scripts used to support my writing in WILMOTT Magazine.
build-multilingual-calendar-assistant-with-amazon-bedrock-and-aws-step-functions
Use Amazon Bedrock, AWS Step Functions and Amazon Simple Email Service (AWS SES) to build a fully-automated multilingual calendar AI assistant.
Algo-Trading-Risk-Return-Optimization
Backtesting Algo-Trading Strategies, FinTech Analysis & Portfolio Optimization: NVDA, AMD, INTC, MSI vs S&P 500 Benchmark
Algo-Trading
This repository is a collection of open-source use-case examples of algorithmic or quant trading in Python.
Streamlit-Stock-Fundamentals-App
Deployed Streamlit Stock Fundamental Analysis App
Kalman-FinTech
Noise-Resistant Kalman Filter Moving Average (KMA) vs SMA Crossover Algo-Trading Strategies: BAC Showcase
Portfolio-Optimization
Investment Portfolio Optimization Strategies in Python