zaneguqi's repositories
Python
Python Data Analyst Toolbox
nlp-zero
基于最小熵原理的NLP工具包
Time2Vec-TensorFlow2
Implement the paper: https://arxiv.org/abs/1907.05321
copulae
Multivariate data modelling with Copulas in Python
monotonicity
R package: monotonicity
DirtyQuant
Code that I show on my YouTube Channel
Transformer-1
Transformer seq2seq model, program that can build a language translator from parallel corpus
attention-is-all-you-need-keras
A Keras+TensorFlow Implementation of the Transformer: Attention Is All You Need
Various-Attention-mechanisms
This repository contain various types of attention mechanism like Bahdanau , Soft attention , Additive Attention , Hierarchical Attention etc in Pytorch, Tensorflow, Keras
Facebook-Friend-Recommendation
This is a friend recommendation systems which are used on social media platforms (e.g. Facebook, Instagram, Twitter) to suggest friends/new connections based on common interests, workplace, common friends etc. using Graph Mining techniques. Here, we are given a social graph, i.e. a graph structure where nodes are individuals on social media platfor
GDFM-CHF-VaRES
Codes used in Hallin and Trucíos (2021).
Machine_Learning_Python
Top Machine Learning Algorithms Detailed in Python and Preprocessing for Machine Learning
Extreme-Risk
Using Extreme Value Theory (EVT) to Estimate Value-at-Risk (VaR) and Expected shortfall (ES)
vae
a simple vae and cvae from keras
patchwork
A decentralized messaging and sharing app built on top of Secure Scuttlebutt (SSB).
Sandboxie
Sandboxie - Open Source
SPACES
端到端的长本文摘要模型（法研杯2020司法摘要赛道）
mfGARCH
An R package for using mixed-frequency GARCH models
Image-Captioning
Implemented 3 different architectures to tackle the Image Caption problem, i.e, Merged Encoder-Decoder - Bahdanau Attention - Transformers
Python_Portfolio__VaR_Tool
Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics and many other (ex-post) risk/return characteristics both on an individual stock and portfolio-basis, stand-alone and vs. a benchmark of choice (constructed with wxPython)
Pythia.jl
Machine learning time series regressions
ai-projects
Artificial Intelligence projects, documentation and code.
MCMC-Gaussian-VB-estimation-of-GARCH-1-1-
Using MCMC and VB to estimate GARCH(1,1) volatility model
CoVaR-Conditional-VaR-Project
Replication and extension of paper on Conditional Value at Risk (CoVaR) by Adrian and Brunnermeier.
mcmcstat
MCMC toolbox for Matlab