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awesome-anomaly-detection

A curated list of awesome anomaly detection resources

cqf

This repository stores several Jupyter Notebooks that were developed while studying for the Certificate in Quantitative Finance.

financial-machine-learning

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

gaal-based-outlier-detection

GAAL-based Outlier Detection

inne

A scikit-learn-compatible module for Isolation-based anomaly detection using nearest-neighbor ensembles

lean

Lean Algorithmic Trading Engine by QuantConnect (Python, C#)

loci

Implementation of the LOCI outlier detection algorithm in Python, based on the paper Papadimitriou, S., Kitagawa, H., Gibbons, P.B. and Faloutsos, C., 2003, March, Loci: Fast outlier detection using the local correlation integral.

machine-learning-for-algorithmic-trading-second-edition

Code and resources for Machine Learning for Algorithmic Trading, 2nd edition.

mastering-python-for-finance-second-edition

Mastering Python for Finance – Second Edition, published by Packt

microactors

Examples of scheduled jobs estimating copulas at www.microprediction.org

ml-course-notes

🎓 Sharing course notes on all topics related to machine learning, NLP, and AI.

portfolio

Data Science Portfolio

pyod

A Python Toolbox for Scalable Outlier Detection (Anomaly Detection)

quant

scikit-sos

A Python implementation of the Stochastic Outlier Selection algorithm

tilitools

[ti]ny [li]ttle machine learning [tool]box - Machine learning, anomaly detection, one-class classification, and structured output prediction