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followers: 2.1K following: 311.0 repos: 116.0 gists: 50.0

Name: Derek Snow

Type: User

Company: Alan Turing Institute, FirmAI

Twitter: dereknow

Location: Cambridge, UK

Blog: https://twitter.com/dereknow

Hi there 👋

I'm Derek, a professor at NYU teaching Machine Learning in Financial Engineering

My interests are in synthetic data generation, agent-based simulators, and asset management using machine learning.
I have worked on projects at HSBC, G-Research, Alan Turing Insitute, Oxford-MAN Institute and other large quantitative funds.

Jan 09 - Quant Letter: January 2024, Week-2
Jan 03 - Quant Letter: January 2024, Week-1
Dec 20 - Quant Letter: December 2023, Week-3

👥 Researcher at the @alan-turing-institute
📓 Associate member @oxford-man-institute
🧭 Founder of the @firmai open-source project
👥 Curator for ML-Quant resources
🦌 GitAwards top 100 for Jupyter Notebooks

Since joining Github, I pushed 8214 commits, opened 202 issues, received 20701 stars across 68 personal projects and contributed to 33 public repositories.

Packages

Everything listed here is available under Unlicense

My research has been used by large institutional banks and quantitative hedge funds (see SSRN).

DeltaPy (12,409 Downloads) — First tabular data augmentation package in Python (market data) [code][report]
PandaPy (21,163 Downloads) — Pandas alternative that mimics ‘Structs’ in the C Language (market data) [code][report]
AtsPy (53,147 Downloads) — First automated time series package in Python (alternative data) [code][report]
DataGene (4,246 Downloads) — First package assessing dataset similarity (market data) [code][report]
MLAM (35,409 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.

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Derek Snow's Projects

dilate

Code for our NeurIPS 2019 paper "Shape and Time Distortion Loss for Training Deep Time Series Forecasting Models"

docs

edgar10q-dataset

Dataset introduced in the paper "Zero-Shot Open Information Extraction using Question Generation and Reading Comprehension"

experimental-statistics

A repository of experimental statistical techniques that improve on "well-accepted" solutions.

fairdata

A Python package that implements model-agnostic pre-and post-processing to mitigate unfairness in machine learning prediction

fairxgb

FairXGB - Fair eXplainable Gradient Boosting Method

fastpages

An easy to use blogging platform, with enhanced support for Jupyter Notebooks.

ffood

FFOOD - Framework for Feature and Observation Outlier Detection using ML-based Residual Analysis Methods

filipporeds

✨ uwa, special ✨

financial-machine-learning

A curated list of practical financial machine learning tools and applications.

financial-machine-learning-regulation

A look at regulatory challenges and recommendation in the age of AI. Investigating topics like monopoly formation, machine learning auditability, bias mitigation strategies and automated regulatory monitoring.

financial-pde-discovery

Financial PDE Discovery using Machine Learning

finding_best_markets_advertise

Theoretical Scenario: Finding the best markets to advertise in as an e-learning company offering courses in programming.

firmai

firmai.github.io

Open Business Analytics and Data Science Research

firmai_analytics

Website

gargakshit

My GitHub README 📜 updated automatically using actions ⚡!

github-badges

Star / Fork badges for your GitHub Repository!

google-colab-website

FirmAI Labs - World's First Google Colab Website

guilyx

A readme with github actions generated statistics

iampavangandhi

Hey 👋, Glad to see you here! Check out this repository to learn more about me 🤓. You can also use it to make your awesome GitHub README ✨ (Don't Just Fork, Star Too 😅)

ibaa

A public available dataset for using market sentiment for financial asset allocation.

industry-machine-learning

A curated list of applied machine learning and data science notebooks and libraries across different industries (by @firmai)

interactive-corporate-report

ICR - Automated and Intelligent Company Report Built in Python (by @firmai)

kaggle_learn

Functions used in kaggle competitions: data preprocessing/feature engineering/model training etc. Many of these functions are collected from kaggle community, credits are belong to the authors :)

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