Portfolio optimization and back-testing.

基于Python的开源量化交易平台开发框架

A new markup-based typesetting system that is powerful and easy to learn.

For trading. Please star.

A light-weight deep reinforcement learning framework for portfolio management. This project explores the possibility of applying deep reinforcement learning algorithms to stock trading in a highly …

Forecasting with LLMs

A package for uncovering comovements and clusters of financial time series with transfer entropy.

Research repo for the RL team.

Exploring the Impact of Corpus Diversity on Financial Pretrained Language Models

Code for the paper "Calibrating Deep Neural Networks using Focal Loss"

Financial Sentiment Analysis with BERT

Official Implementation of SimStock : Representation Model for Stock Similarities

Estimating Copula Entropy (Mutual Information), Transfer Entropy (Conditional Mutual Information), and the statistics for multivariate normality test and two-sample test, and change point detection…

AntroPy: entropy and complexity of (EEG) time-series in Python

Calculate predictive causality between time series using information-theoretic techniques

Karate Club: An API Oriented Open-source Python Framework for Unsupervised Learning on Graphs (CIKM 2020)

Awesome Deep Graph Clustering is a collection of SOTA, novel deep graph clustering methods (papers, codes, and datasets).

aka "Bayesian Methods for Hackers": An introduction to Bayesian methods + probabilistic programming with a computation/understanding-first, mathematics-second point of view. All in pure Python ;)

This github repository of "Machine Learning and Data Science Blueprints for Finance". Please star.

This repository contains an ulta-fast Python implementation of the Triangulated Maximally filtered Graph (TMFG).

Network Analysis in Python

Time series distances: Dynamic Time Warping (fast DTW implementation in C)

PyTorch Geometric Signed Directed is a signed/directed graph neural network extension library for PyTorch Geometric. The paper is accepted by LoG 2023.

Hyperbolic Structural Entropy for Graph Clustering

TGN: Temporal Graph Networks