madquirk-hash Goto Github PK

metacost

P. Domingos proposed a principled method for making an arbitrary classifier cost-sensitive by wrapping a cost-minimizing procedure around it. The procedure, called MetaCost, treats the underlying classifier as a black box, requiring no knowledge of its functioning or change to it.

mixed_kmeans

monolingual-word-aligner

monte-carlo

A Monte Carlo Simulation that applies the Black-Scholes-Merton Jump Diffusion model

monte_carlo_analysis

My experiments on Monte Carlo & Scenario Portfolio analysis

montecarlosim

Monte Carlo simulations with SciPy

mssa

Multivariate Singular Spectrum Analysis (mSSA): Forecasting and Imputation algorithm for multivariate time series

mssa_cpd

mth9855-asset-allocation

Asset allocation and Portfolio Management Course @ Baruch MFE

mth9855-asset-allocation-and-portfolio-management

A collection of homeworks of asset allocation and portfolio management.

multi-horizon-forecasting-for-limit-order-books

multivariate-bayesian-variable-selection-and-prediction

Bookdown: Multivariate Bayesian Variable Selection and Prediction

natural-disaster-analysis

nfs

nlp_papers

NLP papers applicable to financial markets

nolitsa

A Python module implementing some standard algorithms used in nonlinear time series analysis

peip

MATLAB code for examples and exercises for the 3rd edition of Parameter Estimation and Inverse Problems

personality-attribution-using-natural-language-processing

Aims at attributing the big-five personality traits to authors of essays by analyzing their works.

piml

The official PyTorch implementation of "Physics-infused Machine Learning for Crowd Simulation" (KDD'22)

portfolio

code to compare different covariance matrix estimators for portfolio optimization

portfolio_optimization

portfoliobacktest

Automated Backtesting of Portfolios over Multiple Datasets

pricingengines

Various pricing engine environment

prince

:crown: Python factor analysis library (PCA, CA, MCA, MFA, FAMD)

promote-your-next-startup

🚀 Free resources you may use to promote your next startup

public_research_and_backtests

Research and Backtests I have been working on...enjoy

pyextremes-notebooks

Jupyter notebooks for the pyextremes library

pyspace

Signal Processing And Classification Environment in Python

python-fault-tree

An implementation of fault tree in Python 3

python-for-signal-processing

Notebooks for "Python for Signal Processing" book