Stars
A C++ implementation of simple k-means clustering algorithm.
Implementation of the K-Means clustering algorithm.
Qlib is an AI-oriented Quant investment platform that aims to use AI tech to empower Quant Research, from exploring ideas to implementing productions. Qlib supports diverse ML modeling paradigms, i…
Repository with code and slides for a tutorial on causal inference.
Python Implementation of Reinforcement Learning: An Introduction
A toolkit for developing and comparing reinforcement learning algorithms.
PyTorch implementation of TabNet paper : https://arxiv.org/pdf/1908.07442.pdf
Performance analysis of predictive (alpha) stock factors
This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in collaboration with Optiver and have been peer-reviewed by st…
Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM
Proof of concept Cointegration-Based spread trading strategy applied to the Foreign Exchange market
A flexible package for multimodal-deep-learning to combine tabular data with text and images using Wide and Deep models in Pytorch
LeetCode Solutions: A Record of My Problem Solving Journey.( leetcode题解，记录自己的leetcode解题之路。)
## Tasks: 1) Analyze closing price of all the stocks. 2) Analyze the total volume of stocks being traded each day. 3) Analyze daily price change in stock. 4) Analyze monthly mean of close feature. …
Volume Weighted Average Price Optimal Execution
Implementation of various methods for prediction of traded volume on S&P500
Models for prediction of the S&P 500 index trade volume
Having effective intraday forecast for the level of trading volume is of vital importance to algorithmic trading and portfolio management since it attempts to minimize transaction costs by optimall…
Code for Federated Learning with Matched Averaging, ICLR 2020.
R-GAP: Recursive Gradient Attack on Privacy [Accepted at ICLR 2021]
Intra day Stock Prediction 10 minutes into the future
Stock Prediction usning Transformer NN
Official PyTorch implementation of Dreaming to Distill: Data-free Knowledge Transfer via DeepInversion (CVPR 2020)
Robust evasion attacks against neural network to find adversarial examples
A pytorch implementation of "Towards Evaluating the Robustness of Neural Networks"
A pytorch implementation of "Towards Deep Learning Models Resistant to Adversarial Attacks"
A scikit-learn compatible neural network library that wraps PyTorch