lizf1898 Goto Github PK
Name: lizf1898
Type: User
Name: lizf1898
Type: User
Portfolio analytics for quants, written in Python
统计分析课程实验作业/包含《统计分析方法》中因子分析,主成分分析,Kmeans聚类等典型算法的手写实现
This project studies the intrinsic relationship between the stocks’ multiple factors and the investment value of the stocks listed in China Securities Index 800 Index through the machine method. The investment system pipeline has been implemented including data acquirement, data preprocessing, model tuning and selection based on the XGBoost boosted tree model.
Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations
In this noteboook I will create a complete process for predicting stock price movements. Follow along and we will achieve some pretty good results. For that purpose we will use a Generative Adversarial Network (GAN) with LSTM, a type of Recurrent Neural Network, as generator, and a Convolutional Neural Network, CNN, as a discriminator. We use LSTM for the obvious reason that we are trying to predict time series data. Why we use GAN and specifically CNN as a discriminator? That is a good question: there are special sections on that later.
Stock Price Prediction using Machine Learning Techniques
Different Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau
High-performance GPGPU inference of OpenAI's Whisper automatic speech recognition (ASR) model
基金投资管理回测引擎
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