Roberto Spadim's repositories
KaggleWebTrafficForecasting
My solution code for the 2017 Kaggle Web Traffic Forecasting Challenge
kaggle-porto-seguro
2nd Place Solution for Kaggle Porto Seguro's Safe Driver Prediction
pca-magic
PCA that iteratively replaces missing data
BayesianOptimization
A Python implementation of global optimization with gaussian processes.
shap
A unified approach to explain the output of any machine learning model
DTC-Client
Data and Trading Communications Protocol Client
sped-nfe
API para geração e comunicação das NFe com as SEFAZ autorizadoras
costsensitive
Python Cost-Sensitive Multiclass Classification, incl. Weighted-All-Pairs, Filter-Tree & others
lime
Lime: Explaining the predictions of any machine learning classifier
anchor
Code for "High-Precision Model-Agnostic Explanations" paper
g_research_financial_forecasting_challenge
Machine Learning Challenge:
QuantAndFinancial
Quantitative & Financial
yiimp-1
Install script for yiimp on Ubuntu 16.04
DeepBSDE
Deep BSDE solver in TensorFlow
DeepTimeSeries
A Keras-based library for analysis of time series data using deep learning algorithms.
Tutorials
Ipython notebooks for math and finance tutorials
reproduce_porto_winner_solution
Trying to reproduce the Kaggle Porto Seguro winner solution
HFT-Orderbook
Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C
simdkalman
Python Kalman filters vectorized as Single Instruction, Multiple Data
kaggle-web-traffic
1st place solution
DeepCL
OpenCL library to train deep convolutional neural networks
science_rcn
Reference implementation of a two-level RCN model
Avellaneda-Stoikov
Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov
keras-attention-mechanism
Attention mechanism Implementation for Keras.
CategoricalReorders
Reorder categorical variables
web-traffic-forecasting
Kaggle | Web Traffic Forecasting 📈
categorical-encoding
A library of sklearn compatible categorical variable encoders