Stars
A framework for gene expression programming (an evolutionary algorithm) in Python
An extension of LightGBM to probabilistic modelling
Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.
The source code and data of the paper "HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information".
Python/R library for feature selection in neural nets. ("Feature selection using Stochastic Gates", ICML 2020)
This is the pytorch implementation of the paper - Axiomatic Attribution for Deep Networks.
A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.
A curated list of practical financial machine learning tools and applications.
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
An open source python library for automated feature engineering
Python implementations of the Boruta all-relevant feature selection method.
An open source python library for automated feature engineering based on Genetic Programming
OpenFE: automated feature generation with expert-level performance
Scalable and flexible workflow orchestration platform that seamlessly unifies data, ML and analytics stacks.
PyTorch implementation of TabNet paper : https://arxiv.org/pdf/1908.07442.pdf
A Full-Pipeline Automated Time Series (AutoTS) Analysis Toolkit.
A real world full-stack application using LlamaIndex
SALMONN: Speech Audio Language Music Open Neural Network
Automatic extraction of relevant features from time series:
Code implementation of the Quantigic 101 Formulaic Alphas
To classify trades into buyer- and seller-initiated.
Graphic notes on Gilbert Strang's "Linear Algebra for Everyone"
Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"
[🔥updating ...] AI 自动量化交易机器人(完全本地部署) AI-powered Quantitative Investment Research Platform. 📃 online docs: https://ufund-me.github.io/Qbot ✨ :news: qbot-mini: https://github.com/Charmve/iQuant
Awesome-LLM: a curated list of Large Language Model
🤗 Transformers: State-of-the-art Machine Learning for Pytorch, TensorFlow, and JAX.
🤗 PEFT: State-of-the-art Parameter-Efficient Fine-Tuning.