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ab-test

A/B testing with time dependency

adpportfolioselection

Approximate Dynamic Programming for Portfolio Selection Problem

applied-ml

📚 Papers & tech blogs by companies sharing their work on data science & machine learning in production.

arbitragelab

ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.

awesome-deep-learning-papers

The most cited deep learning papers

awesome-public-datasets

A topic-centric list of high-quality open datasets in public domains. By everyone, for everyone!

awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

backtrader

Python Backtesting library for trading strategies

basis_functions_approach_to_gp

bayes-scala

Bayesian Networks in Scala

bayesiangas

Bayesian inference for Generalized Autoregressive Score models.

bayestmle

Bayesian Targeted Maximum Likelihood Estimation for Causal Inference

bda_py_demos

Bayesian Data Analysis demos for Python

blackjack

cntk-world

:earth_americas: Simple and ready-to-use deep learning examples for the Microsoft Cognitive Toolkit (CNTK)

constraint-optimization-example

deeplearning4j

Deep Learning for Java, Scala & Clojure on Hadoop & Spark With GPUs - From Skymind

edward

A library for probabilistic modeling, inference, and criticism. Deep generative models, variational inference. Runs on TensorFlow.

finrl

FinRL: The first open-source project for financial reinforcement learning. Please star. 🔥

flask-volt-dashboard

Flask Bootstrap 5 - Volt Dashboard | AppSeed

gdp-economy-model

a statistical model of the economy

gpstuff

GPstuff - Gaussian process models for Bayesian analysis

gsoc17-hhmm

Bayesian Hierarchical Hidden Markov Models applied to financial time series, a research replication project for Google Summer of Code 2017.

itransformer

Official implementation for "iTransformer: Inverted Transformers Are Effective for Time Series Forecasting" (ICLR 2024 Spotlight), https://openreview.net/forum?id=JePfAI8fah

kalman-and-bayesian-filters-in-python

Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.

keras-gan

Keras implementations of Generative Adversarial Networks.

lightweight_mmm

LightweightMMM 🦇 is a lightweight Bayesian Marketing Mix Modeling (MMM) library that allows users to easily train MMMs and obtain channel attribution information.

list_of_recommender_systems

A List of Recommender Systems and Resources

mastering-scala-machine-learning

Mastering-Scala-Machine-Learning

mlfinlab

MlFinlab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.