Tl Yim's repositories
Alasso_Predictive_Regression
This is the accompanying repository for "On LASSO for Predictive Regression".
Block_Codes
This depository uses SEC EDGAR data in Schedule 13D and Schedule 13G data to find all positions above 5% in all US stocks between 1994 and 2018.
did_imputation
Event studies: robust and efficient estimation, testing, and plotting
doc2graph
Doc2Graph transforms documents into graphs and exploit a GNN to solve several tasks.
examples
pinecone-io / examples
fiftyone-docs-search
Search docs.voxel51.com with an LLM!
finsight
FinSight - Financial Insights at Your Fingertip: FinSight is a cutting-edge AI assistant tailored for portfolio managers, investors, and finance enthusiasts. It streamlines the process of gaining crucial insights and summaries about a company in a user-friendly manner.
html2pdf
GitHub action to convert HTML to PDF
interactive-corporate-report
ICR - Automated and Intelligent Company Report Built in Python (by @firmai)
FinDKG
Data and Model implementation for paper: FinDKG: Dynamic Knowledge Graph with Large Language Models for Global Finance
HTGN
PyTorch Implementation for "Discrete-time Temporal Network Embedding via Implicit Hierarchical Learning in Hyperbolic Space (KDD2021)"
llamaparser-example
Simple example to showcase how to use llamaparser to parse PDF files
meg
Mutually exciting point process graphs for modelling dynamic networks
midasml
midasml package is dedicated to run predictive high-dimensional mixed data sampling models
parsee-pdf-reader
Parsee's PDF reader, specialized on the extraction of tables with numeric values and the accurate extraction and preservation of text-paragraphs. Can handle scans/images and perform OCR via Tesseract.
peerweights
Python code to represent LightGBM predictions as a linear combination of training data target values (See section A.3 in "Relative Valuation with Machine Learning", Geertsema & Lu (2022))
ReplicationCrisis
Code for "Is There a Replication Crisis in Finance" by Jensen, Kelly and Pedersen (2022)
sandbox-topically
Topic modeling helpers using managed language models from Cohere. Name text clusters using large GPT models.
sec-insights
A real world full-stack application using LlamaIndex
SwapsBook
Interest Rate Swaps – Theory, Pricing and Practice
tabular-dl-tabr
The implementation of "TabR: Unlocking the Power of Retrieval-Augmented Tabular Deep Learning"
topicGPT
Code & Prompts for TopicGPT paper (Pham et al. 2023)
weblangchain
LangChain-powered web researcher chatbot. Searches for sources on the web and cites them in generated answers.
WorldBankData
R package to download World Bank data