329 Repositories
Python financial-modeling Libraries
structured-generative-modeling
This repository contains the implementation for the paper Information Theoretic StructuredGenerative Modeling, Specially thanks for the open-source co
Dynamical Wasserstein Barycenters for Time Series Modeling
Dynamical Wasserstein Barycenters for Time Series Modeling This is the code related for the Dynamical Wasserstein Barycenter model published in Neurip
[ACM MM2021] MGH: Metadata Guided Hypergraph Modeling for Unsupervised Person Re-identification
Introduction This project is developed based on FastReID, which is an ongoing ReID project. Projects BUC In projects/BUC, we implement AAAI 2019 paper
A PyTorch implementation of "From Two to One: A New Scene Text Recognizer with Visual Language Modeling Network" (ICCV2021)
From Two to One: A New Scene Text Recognizer with Visual Language Modeling Network The official code of VisionLAN (ICCV2021). VisionLAN successfully a
Modeling Category-Selective Cortical Regions with Topographic Variational Autoencoders
Modeling Category-Selective Cortical Regions with Topographic Variational Autoencoders
Predictive Modeling on Electronic Health Records(EHR) using Pytorch
Predictive Modeling on Electronic Health Records(EHR) using Pytorch Overview Although there are plenty of repos on vision and NLP models, there are ve
A pytorch-version implementation codes of paper: "BSN++: Complementary Boundary Regressor with Scale-Balanced Relation Modeling for Temporal Action Proposal Generation"
BSN++: Complementary Boundary Regressor with Scale-Balanced Relation Modeling for Temporal Action Proposal Generation A pytorch-version implementation
Tickergram is a Telegram bot to look up quotes, charts, general market sentiment and more.
Tickergram is a Telegram bot to look up quotes, charts, general market sentiment and more.
Codes of paper "Unseen Object Amodal Instance Segmentation via Hierarchical Occlusion Modeling"
Unseen Object Amodal Instance Segmentation (UOAIS) Seunghyeok Back, Joosoon Lee, Taewon Kim, Sangjun Noh, Raeyoung Kang, Seongho Bak, Kyoobin Lee This
A Python library for Deep Probabilistic Modeling
Abstract DeeProb-kit is a Python library that implements deep probabilistic models such as various kinds of Sum-Product Networks, Normalizing Flows an
Differentiable architecture search for convolutional and recurrent networks
Differentiable Architecture Search Code accompanying the paper DARTS: Differentiable Architecture Search Hanxiao Liu, Karen Simonyan, Yiming Yang. arX
UpliftML: A Python Package for Scalable Uplift Modeling
UpliftML is a Python package for scalable unconstrained and constrained uplift modeling from experimental data. To accommodate working with big data, the package uses PySpark and H2O models as base learners for the uplift models. Evaluation functions expect a PySpark dataframe as input.
[ICLR'19] Trellis Networks for Sequence Modeling
TrellisNet for Sequence Modeling This repository contains the experiments done in paper Trellis Networks for Sequence Modeling by Shaojie Bai, J. Zico
Sequence modeling benchmarks and temporal convolutional networks
Sequence Modeling Benchmarks and Temporal Convolutional Networks (TCN) This repository contains the experiments done in the work An Empirical Evaluati
Original implementation of the pooling method introduced in "Speaker embeddings by modeling channel-wise correlations"
Speaker-Embeddings-Correlation-Pooling This is the original implementation of the pooling method introduced in "Speaker embeddings by modeling channel
Hierarchical unsupervised and semi-supervised topic models for sparse count data with CorEx
Anchored CorEx: Hierarchical Topic Modeling with Minimal Domain Knowledge Correlation Explanation (CorEx) is a topic model that yields rich topics tha
Constraint-based geometry sketcher for blender
Geometry Sketcher Constraint-based sketcher addon for Blender that allows to create precise 2d shapes by defining a set of geometric constraints like
Technical Indicators implemented in Python only using Numpy-Pandas as Magic - Very Very Fast! Very tiny! Stock Market Financial Technical Analysis Python library . Quant Trading automation or cryptocoin exchange
MyTT Technical Indicators implemented in Python only using Numpy-Pandas as Magic - Very Very Fast! to Stock Market Financial Technical Analysis Python
Entropy-controlled contexts in Python
Python module ordered ordered module is the opposite to random - it maintains order in the program. import random x = 5 def increase(): global x
A Pytorch implementation of "Manifold Matching via Deep Metric Learning for Generative Modeling" (ICCV 2021)
Manifold Matching via Deep Metric Learning for Generative Modeling A Pytorch implementation of "Manifold Matching via Deep Metric Learning for Generat
The FinQA dataset from paper: FinQA: A Dataset of Numerical Reasoning over Financial Data
Data and code for EMNLP 2021 paper "FinQA: A Dataset of Numerical Reasoning over Financial Data"
scrilla: A Financial Optimization Application
A python application that wraps around AlphaVantage, Quandl and IEX APIs, calculates financial statistics and optimizes portfolio allocations.
Code for the paper "Reinforcement Learning as One Big Sequence Modeling Problem"
Trajectory Transformer Code release for Reinforcement Learning as One Big Sequence Modeling Problem. Installation All python dependencies are in envir
Official implementation of the ICCV 2021 paper: "The Power of Points for Modeling Humans in Clothing".
The Power of Points for Modeling Humans in Clothing (ICCV 2021) This repository contains the official PyTorch implementation of the ICCV 2021 paper: T
EMNLP 2021 - Frustratingly Simple Pretraining Alternatives to Masked Language Modeling
Frustratingly Simple Pretraining Alternatives to Masked Language Modeling This is the official implementation for "Frustratingly Simple Pretraining Al
the code for paper "Energy-Based Open-World Uncertainty Modeling for Confidence Calibration"
EOW-Softmax This code is for the paper "Energy-Based Open-World Uncertainty Modeling for Confidence Calibration". Accepted by ICCV21. Usage Commnd exa
Our CIKM21 Paper "Incorporating Query Reformulating Behavior into Web Search Evaluation"
Reformulation-Aware-Metrics Introduction This codebase contains source-code of the Python-based implementation of our CIKM 2021 paper. Chen, Jia, et a
(ICCV 2021) ProHMR - Probabilistic Modeling for Human Mesh Recovery
ProHMR - Probabilistic Modeling for Human Mesh Recovery Code repository for the paper: Probabilistic Modeling for Human Mesh Recovery Nikos Kolotouros
Official Python wrapper for the Quantel Finance API
Quantel is a powerful financial data and insights API. It provides easy access to world-class financial information. Quantel goes beyond just financial statements, giving users valuable information like insider transactions, major shareholder transactions, share ownership, peers, and so much more.
DEMix Layers for Modular Language Modeling
DEMix This repository contains modeling utilities for "DEMix Layers: Disentangling Domains for Modular Language Modeling" (Gururangan et. al, 2021). T
This repository is the offical Pytorch implementation of ContextPose: Context Modeling in 3D Human Pose Estimation: A Unified Perspective (CVPR 2021).
Context Modeling in 3D Human Pose Estimation: A Unified Perspective (CVPR 2021) Introduction This repository is the offical Pytorch implementation of
The official code for paper "R2D2: Recursive Transformer based on Differentiable Tree for Interpretable Hierarchical Language Modeling".
R2D2 This is the official code for paper titled "R2D2: Recursive Transformer based on Differentiable Tree for Interpretable Hierarchical Language Mode
Nasdaq Cloud Data Service (NCDS) provides a modern and efficient method of delivery for realtime exchange data and other financial information. This repository provides an SDK for developing applications to access the NCDS.
Nasdaq Cloud Data Service (NCDS) Nasdaq Cloud Data Service (NCDS) provides a modern and efficient method of delivery for realtime exchange data and ot
A DNN inference latency prediction toolkit for accurately modeling and predicting the latency on diverse edge devices.
Note: This is an alpha (preview) version which is still under refining. nn-Meter is a novel and efficient system to accurately predict the inference l
Official respository for "Modeling Defocus-Disparity in Dual-Pixel Sensors", ICCP 2020
Official respository for "Modeling Defocus-Disparity in Dual-Pixel Sensors", ICCP 2020 BibTeX @INPROCEEDINGS{punnappurath2020modeling, author={Abhi
Sequence modeling benchmarks and temporal convolutional networks
Sequence Modeling Benchmarks and Temporal Convolutional Networks (TCN) This repository contains the experiments done in the work An Empirical Evaluati
IDRLnet, a Python toolbox for modeling and solving problems through Physics-Informed Neural Network (PINN) systematically.
IDRLnet IDRLnet is a machine learning library on top of PyTorch. Use IDRLnet if you need a machine learning library that solves both forward and inver
Multistream CNN for Robust Acoustic Modeling
Multistream Convolutional Neural Network (CNN) A multistream CNN is a novel neural network architecture for robust acoustic modeling in speech recogni
An implementation of DeepMind's Relational Recurrent Neural Networks in PyTorch.
relational-rnn-pytorch An implementation of DeepMind's Relational Recurrent Neural Networks (Santoro et al. 2018) in PyTorch. Relational Memory Core (
[ICLR'19] Trellis Networks for Sequence Modeling
TrellisNet for Sequence Modeling This repository contains the experiments done in paper Trellis Networks for Sequence Modeling by Shaojie Bai, J. Zico
Pyomo is an object-oriented algebraic modeling language in Python for structured optimization problems.
Pyomo is a Python-based open-source software package that supports a diverse set of optimization capabilities for formulating and analyzing optimization models. Pyomo can be used to define symbolic problems, create concrete problem instances, and solve these instances with standard solvers.
Automated modeling and machine learning framework FEDOT
This repository contains FEDOT - an open-source framework for automated modeling and machine learning (AutoML). It can build custom modeling pipelines for different real-world processes in an automated way using an evolutionary approach. FEDOT supports classification (binary and multiclass), regression, clustering, and time series prediction tasks.
Implementation and replication of ProGen, Language Modeling for Protein Generation, in Jax
ProGen - (wip) Implementation and replication of ProGen, Language Modeling for Protein Generation, in Pytorch and Jax (the weights will be made easily
PyTorch Implementation of NCSOFT's FastPitchFormant: Source-filter based Decomposed Modeling for Speech Synthesis
FastPitchFormant - PyTorch Implementation PyTorch Implementation of FastPitchFormant: Source-filter based Decomposed Modeling for Speech Synthesis. Qu
Implementation for our AAAI2021 paper (Entity Structure Within and Throughout: Modeling Mention Dependencies for Document-Level Relation Extraction).
SSAN Introduction This is the pytorch implementation of the SSAN model (see our AAAI2021 paper: Entity Structure Within and Throughout: Modeling Menti
Official repository for the paper "Going Beyond Linear Transformers with Recurrent Fast Weight Programmers"
Recurrent Fast Weight Programmers This is the official repository containing the code we used to produce the experimental results reported in the pape
PyTorch implementation of ARM-Net: Adaptive Relation Modeling Network for Structured Data.
A ready-to-use framework of latest models for structured (tabular) data learning with PyTorch. Applications include recommendation, CRT prediction, healthcare analytics, and etc.
FinGAT: A Financial Graph Attention Networkto Recommend Top-K Profitable Stocks
FinGAT: A Financial Graph Attention Networkto Recommend Top-K Profitable Stocks This is our implementation for the paper: FinGAT: A Financial Graph At
Implementation of Diverse Semantic Image Synthesis via Probability Distribution Modeling
Diverse Semantic Image Synthesis via Probability Distribution Modeling (CVPR 2021) Paper Zhentao Tan, Menglei Chai, Dongdong Chen, Jing Liao, Qi Chu,
SCALE: Modeling Clothed Humans with a Surface Codec of Articulated Local Elements (CVPR 2021)
SCALE: Modeling Clothed Humans with a Surface Codec of Articulated Local Elements (CVPR 2021) This repository contains the official PyTorch implementa
Read Like Humans: Autonomous, Bidirectional and Iterative Language Modeling for Scene Text Recognition
Read Like Humans: Autonomous, Bidirectional and Iterative Language Modeling for Scene Text Recognition The official code of ABINet (CVPR 2021, Oral).
Python Implementation of ``Modeling the Influence of Verb Aspect on the Activation of Typical Event Locations with BERT'' (Findings of ACL: ACL 2021)
BERT-for-Surprisal Python Implementation of ``Modeling the Influence of Verb Aspect on the Activation of Typical Event Locations with BERT'' (Findings
Scalable Attentive Sentence-Pair Modeling via Distilled Sentence Embedding (AAAI 2020) - PyTorch Implementation
Scalable Attentive Sentence-Pair Modeling via Distilled Sentence Embedding PyTorch implementation for the Scalable Attentive Sentence-Pair Modeling vi
DSTC10 Track 2 - Knowledge-grounded Task-oriented Dialogue Modeling on Spoken Conversations
DSTC10 Track 2 - Knowledge-grounded Task-oriented Dialogue Modeling on Spoken Conversations This repository contains the data, scripts and baseline co
A Python package for the mathematical modeling of infectious diseases via compartmental models
A Python package for the mathematical modeling of infectious diseases via compartmental models. Originally designed for epidemiologists, epispot can be adapted for almost any type of modeling scenario.
Code for our paper "Sematic Representation for Dialogue Modeling" in ACL2021
AMR-Dialogue An implementation for paper "Semantic Representation for Dialogue Modeling". You may find our paper here. Requirements python 3.6 pytorch
Implementation of the "Point 4D Transformer Networks for Spatio-Temporal Modeling in Point Cloud Videos" paper.
Point 4D Transformer Networks for Spatio-Temporal Modeling in Point Cloud Videos Introduction Point cloud videos exhibit irregularities and lack of or
Official codebase for Decision Transformer: Reinforcement Learning via Sequence Modeling.
Decision Transformer Lili Chen*, Kevin Lu*, Aravind Rajeswaran, Kimin Lee, Aditya Grover, Michael Laskin, Pieter Abbeel, Aravind Srinivas†, and Igor M
A standalone package to scrape financial data from listed Vietnamese companies via Vietstock
Scrape Financial Data of Vietnamese Listed Companies - Version 2 A standalone package to scrape financial data from listed Vietnamese companies via Vi
🔬 A curated list of awesome machine learning strategies & tools in financial market.
🔬 A curated list of awesome machine learning strategies & tools in financial market.
Pytorch Implementation of Google's Parallel Tacotron 2: A Non-Autoregressive Neural TTS Model with Differentiable Duration Modeling
Parallel Tacotron2 Pytorch Implementation of Google's Parallel Tacotron 2: A Non-Autoregressive Neural TTS Model with Differentiable Duration Modeling
A look-ahead multi-entity Transformer for modeling coordinated agents.
baller2vec++ This is the repository for the paper: Michael A. Alcorn and Anh Nguyen. baller2vec++: A Look-Ahead Multi-Entity Transformer For Modeling
Code for ACL 2021 main conference paper "Conversations are not Flat: Modeling the Intrinsic Information Flow between Dialogue Utterances".
Conversations are not Flat: Modeling the Intrinsic Information Flow between Dialogue Utterances This repository contains the code and pre-trained mode
Unsupervised Language Modeling at scale for robust sentiment classification
** DEPRECATED ** This repo has been deprecated. Please visit Megatron-LM for our up to date Large-scale unsupervised pretraining and finetuning code.
Statsmodels: statistical modeling and econometrics in Python
About statsmodels statsmodels is a Python package that provides a complement to scipy for statistical computations including descriptive statistics an
Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with Aesara
PyMC3 is a Python package for Bayesian statistical modeling and Probabilistic Machine Learning focusing on advanced Markov chain Monte Carlo (MCMC) an
RecSim NG: Toward Principled Uncertainty Modeling for Recommender Ecosystems
RecSim NG, a probabilistic platform for multi-agent recommender systems simulation. RecSimNG is a scalable, modular, differentiable simulator implemented in Edward2 and TensorFlow. It offers: a powerful, general probabilistic programming language for agent-behavior specification;
OCTIS: Comparing Topic Models is Simple! A python package to optimize and evaluate topic models (accepted at EACL2021 demo track)
OCTIS : Optimizing and Comparing Topic Models is Simple! OCTIS (Optimizing and Comparing Topic models Is Simple) aims at training, analyzing and compa
Gaphor is a UML and SysML modeling application written in Python.
Gaphor is a UML and SysML modeling application written in Python. It is designed to be easy to use, while still being powerful. Gaphor implements a fully-compliant UML 2 data model, so it is much more than a picture drawing tool. You can use Gaphor to quickly visualize different aspects of a system as well as create complete, highly complex models.
This project is a loose implementation of paper "Algorithmic Financial Trading with Deep Convolutional Neural Networks: Time Series to Image Conversion Approach"
Stock Market Buy/Sell/Hold prediction Using convolutional Neural Network This repo is an attempt to implement the research paper titled "Algorithmic F
PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"(https://arxiv.org/pdf/1706.10059.pdf).
This is the original implementation of our paper, A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem (arXiv:1706.1
Learning to trade under the reinforcement learning framework
Trading Using Q-Learning In this project, I will present an adaptive learning model to trade a single stock under the reinforcement learning framework
A resource for learning about deep learning techniques from regression to LSTM and Reinforcement Learning using financial data and the fitness functions of algorithmic trading
A tour through tensorflow with financial data I present several models ranging in complexity from simple regression to LSTM and policy networks. The s
Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
Advances in Financial Machine Learning Exercises Experimental solutions to selected exercises from the book Advances in Financial Machine Learning by
peartree: A library for converting transit data into a directed graph for sketch network analysis.
peartree 🍐 🌳 peartree is a library for converting GTFS feed schedules into a representative directed network graph. The tool uses Partridge to conve
STYLER: Style Factor Modeling with Rapidity and Robustness via Speech Decomposition for Expressive and Controllable Neural Text to Speech
STYLER: Style Factor Modeling with Rapidity and Robustness via Speech Decomposition for Expressive and Controllable Neural Text to Speech Keon Lee, Ky
Top2Vec is an algorithm for topic modeling and semantic search.
Top2Vec is an algorithm for topic modeling and semantic search. It automatically detects topics present in text and generates jointly embedded topic, document and word vectors.
PyStan, a Python interface to Stan, a platform for statistical modeling. Documentation: https://pystan.readthedocs.io
PyStan PyStan is a Python interface to Stan, a package for Bayesian inference. Stan® is a state-of-the-art platform for statistical modeling and high-
Deep universal probabilistic programming with Python and PyTorch
Getting Started | Documentation | Community | Contributing Pyro is a flexible, scalable deep probabilistic programming library built on PyTorch. Notab
Library for faster pinned CPU - GPU transfer in Pytorch
SpeedTorch Faster pinned CPU tensor - GPU Pytorch variabe transfer and GPU tensor - GPU Pytorch variable transfer, in certain cases. Update 9-29-1
A python library for Bayesian time series modeling
PyDLM Welcome to pydlm, a flexible time series modeling library for python. This library is based on the Bayesian dynamic linear model (Harrison and W
Probabilistic time series modeling in Python
GluonTS - Probabilistic Time Series Modeling in Python GluonTS is a Python toolkit for probabilistic time series modeling, built around Apache MXNet (
:mag_right: :chart_with_upwards_trend: :snake: :moneybag: Backtest trading strategies in Python.
Backtesting.py Backtest trading strategies with Python. Project website Documentation the project if you use it. Installation $ pip install backtestin
ARCH models in Python
arch Autoregressive Conditional Heteroskedasticity (ARCH) and other tools for financial econometrics, written in Python (with Cython and/or Numba used
Common financial technical indicators implemented in Pandas.
FinTA (Financial Technical Analysis) Common financial technical indicators implemented in Pandas. This is work in progress, bugs are expected and resu
Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)
finmarketpy (formerly pythalesians) finmarketpy is a Python based library that enables you to analyze market data and also to backtest trading strateg
ffn - a financial function library for Python
ffn - Financial Functions for Python Alpha release - please let me know if you find any bugs! If you are looking for a full backtesting framework, ple
Common financial risk and performance metrics. Used by zipline and pyfolio.
empyrical Common financial risk metrics. Table of Contents Installation Usage Support Contributing Testing Installation pip install empyrical Usage S
Technical Analysis Library using Pandas and Numpy
Technical Analysis Library in Python It is a Technical Analysis library useful to do feature engineering from financial time series datasets (Open, Cl
A python wrapper for Alpha Vantage API for financial data.
alpha_vantage Python module to get stock data/cryptocurrencies from the Alpha Vantage API Alpha Vantage delivers a free API for real time financial da
Yahoo! Finance market data downloader (+faster Pandas Datareader)
Yahoo! Finance market data downloader Ever since Yahoo! finance decommissioned their historical data API, many programs that relied on it to stop work
[CIKM 2019] Code and dataset for "Fi-GNN: Modeling Feature Interactions via Graph Neural Networks for CTR Prediction"
FiGNN for CTR prediction The code and data for our paper in CIKM2019: Fi-GNN: Modeling Feature Interactions via Graph Neural Networks for CTR Predicti
Gaphor is the simple modeling tool
Gaphor Gaphor is a UML and SysML modeling application written in Python. It is designed to be easy to use, while still being powerful. Gaphor implemen
Deep generative modeling for time-stamped heterogeneous data, enabling high-fidelity models for a large variety of spatio-temporal domains.
Neural Spatio-Temporal Point Processes [arxiv] Ricky T. Q. Chen, Brandon Amos, Maximilian Nickel Abstract. We propose a new class of parameterizations
PyStan, a Python interface to Stan, a platform for statistical modeling. Documentation: https://pystan.readthedocs.io
PyStan NOTE: This documentation describes a BETA release of PyStan 3. PyStan is a Python interface to Stan, a package for Bayesian inference. Stan® is
InferPy: Deep Probabilistic Modeling with Tensorflow Made Easy
InferPy: Deep Probabilistic Modeling Made Easy InferPy is a high-level API for probabilistic modeling written in Python and capable of running on top
Deep universal probabilistic programming with Python and PyTorch
Getting Started | Documentation | Community | Contributing Pyro is a flexible, scalable deep probabilistic programming library built on PyTorch. Notab
Python Library for Model Interpretation/Explanations
Skater Skater is a unified framework to enable Model Interpretation for all forms of model to help one build an Interpretable machine learning system
Uplift modeling and causal inference with machine learning algorithms
Disclaimer This project is stable and being incubated for long-term support. It may contain new experimental code, for which APIs are subject to chang
Ikaros is a free financial library built in pure python that can be used to get information for single stocks, generate signals and build prortfolios
Ikaros is a free financial library built in pure python that can be used to get information for single stocks, generate signals and build prortfolios