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phycv

PhyCV: The First Physics-inspired Computer Vision Library

portfolio-optimization

Revolutionizing Portfolio Management in the age of Generative AI using DRL and GAN

portfoliomanagement

ppt

Zhao-Rong Lai, Dao-Qing Dai, Chuan-Xian Ren, and Ke-Kun Huang. “A peak price tracking based learning system for portfolio selection”, IEEE Transactions on Neural Networks and Learning Systems, 2017. Accepted.

practical-machine-learning

practical-time-series-in-python

Practical guidance for time series analysis in Python

precise

World beating online covariance and portfolio construction.

predictionmodelsinforexmarkets

pricegraph

Open code for PriceGraph

pyaugmecon

An AUGMECON based multi-objective optimization solver for Pyomo.

pyfolio

Portfolio and risk analytics in Python

pyitd

Intrinsic Time-Scale Decomposition

pykale

Knowledge-Aware machine LEarning (KALE): accessible machine learning from multiple sources for interdisciplinary research, part of the 🔥PyTorch ecosystem

pyomo

Pyomo respository provides a comprehensive library of solved models in Supply chain management

pyportfolioopt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

pyportopt

pypots

A python toolbox/library for data mining on partially-observed time series, supporting tasks of imputation, classification, clustering, and forecasting on incomplete (irregularly-sampled) multivariate time series with missing values.

python-feature-engineering-cookbook

Python Feature Engineering Cookbook, published by Packt

pytorch_tabular

A standard framework for modelling Deep Learning Models for tabular data

qlib

Qlib is an AI-oriented quantitative investment platform that aims to realize the potential, empower research, and create value using AI technologies in quantitative investment, from exploring ideas to implementing productions. Qlib supports diverse machine learning modeling paradigms. including supervised learning, market dynamics modeling, and RL.

qss

QSS: Quadratic-Separable Solver

quant-invest-lab

Quant Invest Lab is a project aimed to provide a set of basic tools for quantitative experiments. By quantitative experiment I mean trying to build your own set of investments solution.

ranking

Learning to Rank in TensorFlow

rat

reinforcement-learning

Minimal and Clean Reinforcement Learning Examples

reinforcement-learning-for-market-making

Using tabular and deep reinforcement learning methods to infer optimal market making strategies

riskfolio-lib

Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

rmt-net

saits

The official code repository for paper "SAITS: Self-Attention-based Imputation for Time Series". A fast and state-of-the-art (SOTA) model with efficiency for multivariate time-series imputation. https://doi.org/10.1016/j.eswa.2023.119619

satellite-image-deep-learning

Deep learning with satellite imagery