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amf_gibs

The Adaptive Multi-Factor (AMF) asset pricing model with the Groupwise Interpretable Basis Selection (GIBS) algorithm.

bigvar

Dimension Reduction Methods for Multivariate Time Series

deep-stock

Deep Learning for Stock Market

deeplob-deep-convolutional-neural-networks-for-limit-order-books

This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", published in IEEE Transactions on Singal Processing. We use FI-2010 dataset and present how model architecture is constructed here. The FI-2010 is publicly avilable and interested readers can check out their paper.

finbert

Financial Sentiment Analysis with BERT

info6150-fall2018

Resources for Advanced Topic Modeling (Fall 2018)

inser

This is the codebase for the paper - News-Based Sparse Machine Learning Models for Adaptive Asset Pricing - by Liao Zhu, Haoxuan Wu, and Martin T. Wells.

marketvectors

Implementations for my blog post [here](https://medium.com/@TalPerry/deep-learning-the-stock-market-df853d139e02#.flflpo3xf)

nlp-hw-2021

pytorchnlpbook

Code and data accompanying Natural Language Processing with PyTorch published by O'Reilly Media https://nlproc.info

tutorial

tutorial for jiuhang ai seminar