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Steven Wang's Projects

adv_fin_ml_exercises icon adv_fin_ml_exercises

Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]

dash icon dash

Interactive, Reactive Web Apps for Python. Dash Is Productive™

fashion-mnist icon fashion-mnist

A MNIST-like fashion product database. Benchmark :point_right:

fastai icon fastai

The fastai deep learning library, plus lessons and and tutorials

financialdatasets icon financialdatasets

SmoothNLP 金融文本数据集(公开) Public Financial Datasets for NLP Researches Only

gans-in-action icon gans-in-action

Companion repository to GANs in Action: Deep learning with Generative Adversarial Networks

handson-ml icon handson-ml

A series of Jupyter notebooks that walk you through the fundamentals of Machine Learning and Deep Learning in python using Scikit-Learn and TensorFlow.

lightgbm icon lightgbm

A fast, distributed, high performance gradient boosting (GBDT, GBRT, GBM or MART) framework based on decision tree algorithms, used for ranking, classification and many other machine learning tasks. It is under the umbrella of the DMTK(http://github.com/microsoft/dmtk) project of Microsoft.

prmlt icon prmlt

Matlab code for machine learning algorithms in book PRML

pydataroad icon pydataroad

open source for wechat-official-account (ID:PyDataRoad)

stockpredictionai icon stockpredictionai

In this noteboook I will create a complete process for predicting stock price movements. Follow along and we will achieve some pretty good results. For that purpose we will use a Generative Adversarial Network (GAN) with LSTM, a type of Recurrent Neural Network, as generator, and a Convolutional Neural Network, CNN, as a discriminator. We use LSTM for the obvious reason that we are trying to predict time series data. Why we use GAN and specifically CNN as a discriminator? That is a good question: there are special sections on that later.

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