updated at 2018-03-03
./src: source codes
- ARIMA: ARIMA models
- BT: Back test
- DT_RF: Decision tree and random forest
- GLM: General linear models
- GP: Gaussian processes
- MCMC: Monte-Carlo Markov chain
- NN: Neural networks
- PO: Portfolio optimization
- USL: Unsupervised learning
- configure: configure files
- utils: Modules of preprocessing, visualization, etc.
./test: testing codes with ipython notebook