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Yuriy Arabskyy's Projects

adv_fin_ml icon adv_fin_ml

Solutions for selected exercises from Advances in Financial Machine Learning by Marcos Lopez De Prado

afml icon afml

All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.

alphalens icon alphalens

Performance analysis of predictive (alpha) stock factors

deeplob-deep-convolutional-neural-networks-for-limit-order-books icon deeplob-deep-convolutional-neural-networks-for-limit-order-books

This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", published in IEEE Transactions on Singal Processing. We use FI-2010 dataset and present how model architecture is constructed here. The FI-2010 is publicly avilable and interested readers can check out their paper.

espnet icon espnet

End-to-End Speech Processing Toolkit

finrl icon finrl

FinRL: Financial Reinforcement Learning Framework. Please star. 🔥

kaldi2htk icon kaldi2htk

Script for converting kaldi GMM/HMM models to HTK format

lexicon_discovery icon lexicon_discovery

Source code for "Unsupervised Lexicon Discovery from Acoustic Input ", Lee et al, 2015 TACL

neural-transducer icon neural-transducer

This repo contains a set of neural transducer, e.g. sequence-to-sequence model, focusing on character-level tasks.

pandas-ta icon pandas-ta

Technical Analysis Indicators - Pandas TA is an easy to use Python 3 Pandas Extension with 130+ Indicators

pronunciation_learning icon pronunciation_learning

Source code for "Joint Learning of Phonetic Units and Word Pronunciations for ASR", Lee et al. EMNLP 2013

pyfolio icon pyfolio

Portfolio and risk analytics in Python

sequitur-g2p icon sequitur-g2p

This is a github repository of the abandonware Sequitur G2P by Bisani & Ney

tensorflow icon tensorflow

Computation using data flow graphs for scalable machine learning

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