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缠论量化,包含严格笔,线段作为最低级别,中枢的构成,级别的扩展,第一二三类买卖点,同级别分解的,背驰的判断,区间套
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.
多因子指数增强策略/多因子全流程实现
Testing trading signals of commodity futures
数据科学的笔记以及资料搜集
深度学习炼丹笔记,包含深度学习数学基础知识、神经网络基础部件详解、构建 CNN 网络总结,深度学习炼丹策略,以及如何实现深度学习推理框架实战。
CS230_Course_Project
Implementation of the vanilla Deep Hedging engine
“DynamicSocialNetworkFraudDetection”(动态社交网络反欺诈检测)是一个专注于动态社交网络中金融欺诈检测的图神经网络项目。该项目利用来自企业不同业务时间段的数据集,构建了一个代表用户复杂关系的全连通有向动态图。本项目的目标是通过利用图神经网络模型,包括但不限于GAT、GraphSAGE以及新型的GEARSage,分析用户间的复杂互联关系并预测欺诈活动。我们的工作通过深入理解社交网络的演化性质并应用最前沿的机器学习技术,增强了金融欺诈检测的能力。
Reproduce AAAI22-FactorVAE
小型金融知识图谱构建流程
金融数据预测分析(Random Forest; LSTM; CNN)
Use the Finite Difference method to price European, American and Bermudan options.
A Deep Reinforcement Learning Framework for Automated Trading in Quantitative Finance. NeurIPS 2020. 🔥
This implementation contains the application of GPlearn's symbolic transformer on a commodity futures sector of the financial market.
《李宏毅深度学习教程》,PDF下载地址:https://github.com/datawhalechina/leedl-tutorial/releases
Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.
Implementing a Generative Adversarial Network on the Stock Market
Package based on the textbooks: Advances in Financial Machine Learning and Machine Learning for Asset Managers, by Marcos Lopez de Prado.
A low frequency statistical arbitrage strategy
PyTorch-based framework for Deep Hedging
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.