Hi there 👋
I'm Derek, a software developer and machine learning researcher in management sciences and finance, currently working on:
- Synthetic data generation, agent-based simulators, forecasting, and asset management using machine learning; with
- Quantitative funds, multinational investment banks, financial market authorities, the office of national statistics, and other british government departments.
|
|
|
Since joining Github, I pushed 2057 commits, opened 125 issues, received 13804 stars across 56 personal projects and contributed to 37 public repositories. |
Packages
Everything listed here is available under Unlicense
My research has been used by HSBC, Point72's Cubist Systematic, G-Research, and smaller proprietory funds (see SSRN).
- DeltaPy (7,409 Downloads) — First tabular data augmentation package in Python (market data) [code][report]
- PandaPy (14,163 Downloads) — Pandas alternative that mimics ‘Structs’ in the C Language (market data) [code][report]
- AtsPy (27,147 Downloads) — First automated time series package in Python (alternative data) [code][report]
- DataGene (2,246 Downloads) — First package assessing dataset similarity (market data) [code][report]
- MLAM (7,409 Downloads) — First repository for machine learning in asset management (market data) [code][report]
Other packages under this license include MTSS-GAN [code][report], the first multivariate conditional time series generator, FairPut [code][report], a FAIR package using LightGBM, and PandasVault [code], an advanced Pandas repository.
.. .-- .-. .. - . .- - - .... . .--. .- .-. .-.. --- ..- .-.