polakowo / mlprojectsLinks
Some of my ML projects and Kaggle competitions
☆22Updated 2 years ago
Alternatives and similar repositories for mlprojects
Users that are interested in mlprojects are comparing it to the libraries listed below
Sorting:
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri☆33Updated 4 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated last year
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago
- ☆19Updated last year
- awesome-financial-networks☆35Updated 5 years ago
- openseries is a project with tools to analyze financial timeseries of a single asset or a group of assets. It is solely made for daily or…☆28Updated this week
- A Python toolkit for high-frequency trade research.☆40Updated 7 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆21Updated 5 years ago
- WQU capstone project - short term currency trading strategy utilizing machine learning☆11Updated 2 years ago
- ☆12Updated last year
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆63Updated 2 months ago
- ☆14Updated 6 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Repo for code used to perform research for the WorldQuant University MScFE Capstone project on "Application of algorithmic trading strate…☆23Updated 5 years ago
- Dynamic portfolio optimization☆24Updated last year
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆28Updated 5 years ago
- Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"☆37Updated 2 years ago
- Introductory tutorial for Zipline demonstrating data collection, interactive research, and backtesting of a momentum strategy for equitie…☆12Updated 4 months ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆57Updated last year
- Development space for PhD in Finance☆33Updated 5 years ago
- Python wrappers around QuantLib and Pandas to easily generate volatility surfaces☆18Updated 2 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆37Updated last year
- ☆26Updated 10 months ago
- Machine Learning for Quantitative Finance☆24Updated 7 years ago
- Simple portfolio analysis and management.☆28Updated 3 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- ML Application of Algorithmic Trading☆21Updated 3 years ago
- Quantitative finance research notebooks☆19Updated 5 years ago
- Labels calculation&visualisation - comes with a small BTC/USDT database. Part of my research. Integral part of: https://arxiv.org/abs/201…☆26Updated 2 years ago
- Stochastic volatility models☆18Updated 6 years ago