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Achievement: Pull SharkAchievement: Arctic Code Vault ContributorAchievement: Starstruckx4

Achievements

Achievement: Pull SharkAchievement: Arctic Code Vault ContributorAchievement: Starstruckx4

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firmai/README.md

Hi there 👋

I'm Derek, a professor at NYU, teaching Machine Learning in Financial Engineering, and the founder ofSov.ai.

  • Previously a researcher at University of Cambridge, Oxford University, and the Alan Turing Institute.
  • Developing applications to optimize asset management and alpha discovery for large quantitative funds.


Spotify

Since joining Github, I pushed11677commits, opened230issues, received22467stars across68personal projects and contributed to56public repositories.

Packages

Everything listed here is available underUnlicense

My research has been used by large institutional banks and quantitative hedge funds (seeSSRN).

  • 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 includeMTSS-GAN[code][report], the first multivariate conditional time series generator,FairPut[code][report], a FAIR package using LightGBM, andPandasVault[code], an advanced Pandas repository.

E-Mail Repos Badge firmai

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  1. industry-machine-learning industry-machine-learningPublic

    A curated list of applied machine learning and data science notebooks and libraries across different industries (by @firmai)

    Jupyter Notebook 7.2k 1.2k

  2. business-machine-learning business-machine-learningPublic

    A curated list of practical business machine learning (BML) and business data science (BDS) applications for Accounting, Customer, Employee, Legal, Management and Operations (by @firmai)

    Jupyter Notebook 761 223

  3. financial-machine-learning financial-machine-learningPublic

    A curated list of practical financial machine learning tools and applications.

    Python 7k 1.2k

  4. python-business-analytics python-business-analyticsPublic

    Python solutions to solve practical business problems.

    Jupyter Notebook 461 174

  5. tsgan tsganPublic

    Time-series Generative Adversarial Networks (fork from the ML-AIM research group on bitbucket))

    Python 111 38

  6. scrapers scrapersPublic

    Scrapers from a project in 2018. Yelp, Spyfu, Similarweb, Morningstar, Linkedin, Instagram, Inside, Glassdoor, Facebook, Eat24, Doordash, Angellist.

    Python 85 28