firmai / machine-learning-asset-management Goto Github PK

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.

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.

.. .-- .-. .. - . .- - - .... . .--. .- .-. .-.. --- ..- .-.