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smm's Introduction

smm

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

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