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:green_book:我的个人书籍学习和收藏
Factor model referred by the Barra Model (USE4/CNE5) and decomposition of China mutual/private funds.
Code for the 2-simplicial Transformer paper
Source Code for the paper "A Comparative Study of Loss Functions: Traffic Predictions in Regular and Congestion Scenarios"
Modeling the Momentum Spillover Effect for Stock Prediction via Attribute-Driven Graph Attention Networks
Mostly experiments based on "Advances in financial machine learning" book
To eventually become an unofficial Pytorch implementation / replication of Alphafold2, as details of the architecture get released
Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.
Performance analysis of predictive (alpha) stock factors
Stock factor mining with CNN and GRU.
Recurrent Neural Network for predicting Stock Returns
An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implement APT model, BARRA's risk model and dynamic multi-factor model in this project.
AmazingQuant——为交易而生的智能投研Lab。包含策略组合研究服务、量化数据服务、指标计算服务、绩效分析服务四大功能模块。
The AMFormer algorithm, accepted at AAAI-2024, for deep tabular learning
Revisiting Parameter Sharing for Automatic Neural Channel Number Search, NeurIPS 2020
PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics
Attention-based CNN-LSTM and XGBoost hybrid model for stock prediction
Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)
awesome material
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
Resources for working with time series and sequence data
A scientific and useful toolbox, which contains practical and effective long-tail related tricks with extensive experimental results
Barra Multifactor Model
An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
Barra-Multiple-factor-risk-model
Provide risk forecasts by Barra China Equity Model
Barra CNE6 因子构建
A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. Created by Rosemary He Sept. 2019, under Zhiqiang Zhang.
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.