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financial-machine-learning

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mlfinlab

hudson-and-thames / mlfinlab

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Further improve entropy.py functions

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PanPip commented Jun 30, 2020

According to @rspadim, functions in entropy.py could use numpy array instead of strings, as it's better to numba.

Guide on how to implement this is available in the comments in PR #311 .

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enhancement good first issue

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PBO through the combinatorially symmetric cross-validation (CSCV) method

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Feature Importance: Class obj

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grananqvist / Awesome-Quant-Machine-Learning-Trading

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Quant/Algorithm trading resources with an emphasis on Machine Learning

machine-learning awesome deep-learning awesome-list trading-strategies stock-trading machine-learning-trading financial-machine-learning

Updated May 19, 2019

financial-data-science / CFDS

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A series of interactive labs we prepared for the Chartered Financial Data Scientist Certification. The content of the series is based on Python, IPython Notebook, and PyTorch.

financial-data-analysis financial-machine-learning financial-data-science

Updated Jul 30, 2020
Jupyter Notebook

mourarthur / awesome-credit-modeling

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A collection of awesome papers, articles and various resources on credit and credit risk modeling

awesome awesome-list credit-scoring sample-selection financial-machine-learning reject-inference credit-modeling

Updated Aug 12, 2020

mhxueshan / mlfinlab_research_bryce

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python finance machine-learning research trading investing portfolio-optimization quantitative-finance algorithmic-trading portfolio-management financial-machine-learning adv-in-financial-machine-leaning mlfinlab

Updated Apr 23, 2020
Jupyter Notebook

mhxueshan / mlfinlab

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Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning

python finance machine-learning research trading investing portfolio-optimization quantitative-finance algorithmic-trading portfolio-management financial-machine-learning adv-in-financial-machine-leaning mlfinlab

Updated Apr 6, 2020
Python

TheRockXu / aifin

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Implementations for Adances In Financial Machine Learning

financial-machine-learning

Updated Feb 9, 2020
Python

neoinvest-ai / fml-toolbox

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Advanced Financial Machine Learning Toolbox

beam apache-beam financial-data financial-machine-learning

Updated Jul 7, 2020
Python

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