youjp's repositories
BristolStockExchange
BSE is a simple minimal simulation of a limit order book financial exchange
catch22
catch-22: CAnonical Time-series CHaracteristics
cesium
Machine Learning Time-Series Platform
CoinTossX
A low latency high throughput matching engine based on the rules of the JSE
DeepLearningForTimeSeriesForecasting
A tutorial demonstrating how to implement deep learning models for time series forecasting
DeepLOB-Deep-Convolutional-Neural-Networks-for-Limit-Order-Books
This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", published in IEEE Transactions on Singal Processing. We use FI-2010 dataset and present how model architecture is constructed here. The FI-2010 is publicly avilable and interested readers can check out their paper.
deit
Official DeiT repository
EfficientDet
EfficientDet (Scalable and Efficient Object Detection) implementation in Keras and Tensorflow
FinRL-Library
A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance, NeurIPS 2020 DRL workshop.
forecasting
Time Series Forecasting Best Practices & Examples
gluon-ts
Probabilistic time series modeling in Python
hctsa
Highly comparative time-series analysis
Informer2020
The GitHub repository for the paper accepted by AAAI 2021.
nlp_paper_study
研读顶会论文，复现论文相关代码
pytorch-image-models
PyTorch image models, scripts, pretrained weights -- (SE)ResNet/ResNeXT, DPN, EfficientNet, MixNet, MobileNet-V3/V2, MNASNet, Single-Path NAS, FBNet, and more
qlib
Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies.
spektral
Graph Neural Networks with Keras and Tensorflow 2.
TCAN
A PyTorch implementation of the TCAN model in "Temporal Convolutional Attention-based Network For Sequence Modeling".
Time-series-prediction
A collection of time series prediction methods: rnn, seq2seq, cnn, wavenet, transformer, unet, n-beats, gan, kalman-filter
tpu
Reference models and tools for Cloud TPUs.
tqsdk-python
天勤量化开发包, 期货量化, 实时行情/历史数据/实盘交易
transformer
Implementation of Transformer model (originally from Attention is All You Need) applied to Time Series.
transformer-time-series-prediction
proof of concept for a transformer-based time series prediction model
transformers
🤗Transformers: State-of-the-art Natural Language Processing for Pytorch and TensorFlow 2.0.
tsai
Time series Timeseries Deep Learning Pytorch fastai - State-of-the-art Deep Learning with Time Series and Sequences in Pytorch / fastai
tsfeatures
Calculates various features from time series data. Python implementation of the R package tsfeatures.
TSRegression
This repository contains the source code for time series regression.