andreas-koukorinis Goto Github PK

plfit-1

Power Law Distribution Fitting in python (and fortran and cython)

pml-book

"Probabilistic Machine Learning" - a book series by Kevin Murphy

pointprocesses

Basics of point processes using python for simulation

pong_qlearning

portfolio

A python class for managing a portfolio allocation and underlying asset classes

portfolio-1

Keep calm and optimize

portfolio-optimizer

Input stocks and a date range, get the allocation generating the greatest return.

portfolioopt

Financial Portfolio Optimization Routines in Python

power-grid-frequency-data

Power-grid frequency data from around the world, cleaned and processed for research usage

powerlaw

practical-pytorch

PyTorch tutorials demonstrating modern techniques with readable code

predict-financial-recession

The major goal of this project is to predict financial re- cession given the frequencies of the top 500 word stems in the reports of financial companies. After applying various learning models, we can see that the prediction of financial recession by the bag of words has an accuracy of more than 90%. Hence, there is indeed a correlation between the two. Moreover, we have compared different learning models (ensemble methods with Decision Tree, SVM, and KNN) with various parameters to find the best model with a relatively high average accuracy and low variance of accuracy by cross-validation on the training data set. In addition, we have also tried several pre-processing methods (tf-idf, feature selection, and centroid-based clustering) to improve the accuracy of the learning models. In the end, the best model is Gradient Boosting with Decision Tree using the pre-processed tf-idf data set.

probabilistic-programming-and-bayesian-methods-for-hackers

aka "Bayesian Methods for Hackers": An introduction to Bayesian methods + probabilistic programming with a computation/understanding-first, mathematics-second point of view. All in pure Python ;)

probfit

Cost function builder. For fitting distributions.

probflow

A Python package for building Bayesian models with TensorFlow or PyTorch

py4fi

Python for Finance (O'Reilly)

pybasicbayes

pydata

PyData talk Amsterdam 12-13 March 2016

pydata-bayes-changepoint

Changepoint detection algorithms in python

pydata-book

Materials and IPython notebooks for "Python for Data Analysis" by Wes McKinney, published by O'Reilly Media

pydata-chicago2016-ml-tutorial

Machine learning with scikit-learn tutorial at PyData Chicago 2016

pydata-dal-2015

Pydata Dallas 2015 Scikit-Learn Tutorial

pydata-ldn2014-writeup

One-stop write up of PyData London 2014 - tutorials, slides, code, examples

pydata-london2015

pydata-tutorial

Files for London PyData London, 2015

pydata2014-berlin

Networks meet Finance in Python - July 27 2014

pydata2014-mta

Sample data and IPython notebooks for the PyData2014 Time Series Analysis Tutorial

pydata2015

pydata2015-london

pydatalondon2016

Collection of examples, links and slides for the tutorial "Building a Pong playing AI in just 1 hour(plus 4 days training...)" presented at PyDataLondon 2016