machine_learning_basics
Financial-Models-Numerical-Methods
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| machine_learning_basics | Financial-Models-Numerical-Methods | |
|---|---|---|
| 5 | 3 | |
| 4,205 | 5,258 | |
| - | - | |
| 0.0 | 6.2 | |
| 3 months ago | 2 months ago | |
| Jupyter Notebook | Jupyter Notebook | |
| MIT License | GNU Affero General Public License v3.0 |
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machine_learning_basics
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Bayesian linear regression in (plain) Python
A while back I open sourced a repository implementing fundamental machine learning algorithms in Python, along with the most important theoretical information. I originally created the repository for myself when preparing for AI residency interviews. You can find the original Reddit post here.
- Bayesian linear regression in Python
Financial-Models-Numerical-Methods
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Pricing models - which do MMs use these days
If you have experience with Python, here is a great repo: https://github.com/cantaro86/Financial-Models-Numerical-Methods If you don't know Python, I suggest you learn. It's one of the easier languages to learn. The course below will teach you everything you need to get started. https://www.youtube.com/watch?v=rfscVS0vtbw
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Ask HN: Best Resources on (Computational) Finance
I found this collection of Jupyter notebooks really well done. Some basic knowledge in stochastic calculus, financial mathematics and statistics is needed.
https://github.com/cantaro86/Financial-Models-Numerical-Meth...
- Classical portfolio optimization in a Python notebook
What are some alternatives?
100-Days-Of-ML-Code - 100 Days of ML Coding
rmi - A learned index structure
mango - Parallel Hyperparameter Tuning in Python
Quantsbin - Quantitative Finance tools
borb-google-colab-examples - This repository contains some examples of using borb in google colab. These examples enable you to try out the features of borb without installing it on your system. They also ensure the system requirements and imports are all taken care of.
score_sde - Official code for Score-Based Generative Modeling through Stochastic Differential Equations (ICLR 2021, Oral)
trulens - Evaluation and Tracking for LLM Experiments
fastpages - An easy to use blogging platform, with enhanced support for Jupyter Notebooks.
hca-resources - zipline-broker Examples. Full notebooks plus python code for long term investment strategies using zipline based tools.
PyImpetus - PyImpetus is a Markov Blanket based feature subset selection algorithm that considers features both separately and together as a group in order to provide not just the best set of features but also the best combination of features
dynamax - State Space Models library in JAX