Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.

Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.

A nicer way to view SEC 13F filings data

Computational Dynamics course, MSQE program

Advanced Topics in Artificial Intelligence, NUS CS6208, 2023

This library has been moved to https://github.com/ntumlgroup/LibMultiLabel

LIBLINEAR -- A Library for Large Linear Classification

A PhD course in Applied Econometrics and Panel Data

Implement F-DST to solve 2-D PDE(fast poisson solver) and FFT to compute Multiplication algorithm(Schönhage–Strassen algorithm) with C

Implement Cooley–Tukey FFT algorithm with C

Implementation of Graph Convolutional Networks in TensorFlow

The sample codes for our ICLR18 paper "FastGCN: Fast Learning with Graph Convolutional Networks via Importance Sampling""

Neural Graph Collaborative Filtering, SIGIR2019

Neural Collaborative Filtering

ICE: Item Concept Embedding

Code for experiments regarding importance sampling for training neural networks

台灣期貨交易所報價爬蟲即時波動率計算與視覺化(taifex qoute python wrapper, calculate implied volatility and visualization )

Implementation of Reinforcement Learning Algorithms. Python, OpenAI Gym, Tensorflow. Exercises and Solutions to accompany Sutton's Book and David Silver's course.

Tutorials for the dplyr package in R

Simple Reinforcement learning tutorials, 莫烦Python 中文AI教学

Scikit-learn style cross-validation classes for time series data

LIBSVM -- A Library for Support Vector Machines

Class material for HackNTU Data course

DeepWalk - Deep Learning for Graphs

PyTorch Tutorial for Deep Learning Researchers