dingyinghui,github

betarisk

Generate Betas and Systematic Risk Measure to Rank Equities

books

Source code for 100+ books, kept here for quick reference

capm-capital-asset-pricing-model-for-apple-against-s-p500-stock-rates

Capital asset pricing model (CAPM) is a model that describes the relationship between systematic risk and expected return for assets, particularly stocks. CAPM is widely used throughout finance for the pricing of risky securities, generating expected returns for assets given the risk of those assets and calculating costs of capital. We will do it for Apple stocks in comparison to S&P500 Stock prices.

causaltree

Working repository for Causal Tree and extensions

ccm

PluMA plugin that runs the Convergent Cross Mapping (CCM, Sugihara et al 2012) algorithm for detecting causality

ccm-1

Convergent Cross Mapping

comprehensive-capital-calculations-using-stochastic-dominance-approach

Used GARCH,GJR-GARCH for VAR and DCC calculation.

copent

R package for estimating copula entropy and transfer entropy

correlationpluscontagion

R Code for "Correlation and Contagion: Measuring Systematic Risk with Semiparametric Methods".

coursera-ml-andrewng-notes

吴恩达老师的机器学习课程个人笔记

data-mining-machine-learning

This is for the graduate course-Data Mining & Machine Learning, which include all the code used in the classroom.

deep-learning

Repo for the Deep Learning Nanodegree Foundations program.

deep-learning-time-series-prediction-using-lstm-recurrent-neural-networks

This project aims to predict VOLATILITY S&P 500 (^VIX) time series using LSTM.

deeplearning

Python for “Deep Learning”，《深度学习》(花书) 数学推导、原理剖析与源码级别代码实现

dnn

A deep neural network for predicting time series data

dragon_kings

Log-periodic power laws for critical phenomena

dynamics_sim

A generic evolutionary game theory simulation library

egtplot

egtplot: A python package for 3-Strategy Evolutionary Games

ggn

Gumbel Graph Network (GGN) : A General Deep Learning Framework for Network Reconstruction

interpretablemlbook

《可解释的机器学习--黑盒模型可解释性理解指南》，该书为《Interpretable Machine Learning》中文版

knowledgegraph

知识图谱车音工作项目

learning-data-mining-with-python-second-edition

Learning Data Mining with Python Second Edition by Packt

machine-learning-learning-notes

周志华《机器学习》又称西瓜书是一本较为全面的书籍，书中详细介绍了机器学习领域不同类型的算法(例如：监督学习、无监督学习、半监督学习、强化学习、集成降维、特征选择等)，记录了本人在学习过程中的理解思路与扩展知识点，希望对新人阅读西瓜书有所帮助！

markovctheil

A methodology based on Markov chains and dynamic entropy measures is proposed for measuring and forecasting the evolution of the inequality of financial risks

masteringdm

Code and examples for the Mastering Data Mining project

maximum_likelihood_estimation_of_the_gjr-garch_model_using_matlab

Maximum Likelihood Estimation of the GJR-GARCH Model with Matlab

ms-cnn

Multi-Scale Convolutional Neural Network for Time Series Classification (MCNN)

msgarch_comp

Comparison of Markov-Switching GARCH models, namely symmetric GARCH, EGARCH, GJR-GARCH, performances in Value-at-Risk forecasting.

multilevel_wavelet_decomposition_network_pytorch

This project is the pytorch implementation version of Multilevel Wavelet Decomposition Network.

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