zhuohan Goto Github PK

algorithm_interview_notes-chinese-backups

alphagen

Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.

alphanetv3

Recurrent Neural Network for predicting Stock Returns

annotated_deep_learning_paper_implementations

🧑‍🏫 59 Implementations/tutorials of deep learning papers with side-by-side notes 📝; including transformers (original, xl, switch, feedback, vit, ...), optimizers (adam, adabelief, ...), gans(cyclegan, stylegan2, ...), 🎮 reinforcement learning (ppo, dqn), capsnet, distillation, ... 🧠

awesome-quant-papers

This repository hosts my reading notes for academic papers.

ctc-executioner

Master Thesis: Limit order placement with Reinforcement Learning

czsc

缠中说禅技术分析工具；缠论；股票；期货；Quant；量化交易

deep-reinforcement-learning-hands-on-second-edition

Deep-Reinforcement-Learning-Hands-On-Second-Edition, published by Packt

deeplearning

eiten

Statistical and Algorithmic Investing Strategies for Everyone

factorvae

Reproduce AAAI22-FactorVAE

factorvae-pytorch

gplearn_finiance_stock_futures_extension

This implementation contains the application of GPlearn's symbolic transformer on a commodity futures sector of the financial market.

gplearn_stock

改进gplearn,主要使用在股票公式挖掘

gym-continuousdoubleauction

A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum continuous double auction. Ray [RLlib] is used for training.

hierarchical-attention-reinforcement-learning

Hierarchical Attention in Reinforcement Learning for Stock Order Executions

optimal-order-execution

:arrows_counterclockwise: Exploring Optimal Order Execution in Simulated Limit Order Books

ptan

PyTorch Agent Net: reinforcement learning toolkit for pytorch

pyepo

A PyTorch-based End-to-End Predict-then-Optimize Library for Linear and Integer Programming

pytorch-forecasting

Time series forecasting with PyTorch

shap

A game theoretic approach to explain the output of any machine learning model.

time-series-library

A Library for Advanced Deep Time Series Models.

transferlearning

Transfer learning / domain adaptation / domain generalization / multi-task learning etc. Papers, codes, datasets, applications, tutorials.-迁移学习

tsai

Time series Timeseries Deep Learning Machine Learning Pytorch fastai | State-of-the-art Deep Learning library for Time Series and Sequences in Pytorch / fastai

tsfel

An intuitive library to extract features from time series.

worldquant_alpha101_code

Code implementation of the Quantigic 101 Formulaic Alphas