Roarke McNaught's repositories
Stock-Prediction-Models
Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations
applied_metrics
A PhD course in Applied Econometrics and Panel Data
awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
Copulas
A library to model multivariate data using copulas.
DBDA-python
Doing Bayesian Data Analysis, 2nd Edition (Kruschke, 2015): Python/PyMC3 code
DScourseS20
ECON 5253: Data Science for Economists, University of Oklahoma (Spring 2020)
enlopy
enlopy is an open source python library with methods to generate, process, analyze, and plot energy related timeseries.
GPflow
Gaussian processes in TensorFlow
mlfinlab
MlFinlab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
OptimalPortfolio
An open source library for portfolio optimisation
pca-magic
PCA that iteratively replaces missing data
pycopula
Python copulas library for dependency modeling
pydlm
A python library for Bayesian time series modeling
pyflux
Open source time series library for Python
pymssa
Python implementation of Multivariate Singular Spectrum Analysis (MSSA)
python-patterns
A collection of design patterns/idioms in Python
research
Notebooks based on financial machine learning.
rethinking-numpyro
Statistical Rethinking (2nd ed.) with NumPyro
sdepy
SdePy: Numerical Integration of Ito Stochastic Differential Equations
SFE
Quantnet: SFE quantlets
sktime
A scikit-learn compatible Python toolbox for learning with time series data
stochastic
Generate realizations of stochastic processes in python.
Turing.jl
A robust, efficient and modular library for general-purpose probabilistic programming
universal-portfolios
Collection of algorithms for online portfolio selection