xiaoqiyu / data_science_playground

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Data Science Playground

#This repo includes some demos for data science areas, which includes but not limited web crawler, data processing, optimization, regression/classifer models, time serious models. Most of the demos are for research/practice purpose, and focus on the quatitative research areas based on python.

#Some testing data will be included under data folder. Visiting richer data requires the token, which is not for public.

#Infrastrures: /utils: common and reusable utils functions /data: test data and results /conf: conf files /ts_demos: time serious analysis demos which includes but not limited to diff calculation, stationary detection,adf testing,arima models /web_crawl: basic web crawler /monte_carlo: monte carlo simulation, lsm and application to option pricing

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