Mike Wang's Projects
Mostly experiments based on "Advances in financial machine learning" book
aws-trading-bootcamp
Official Implementation of the ECCV 2022 Paper "Class-Incremental Learning with Cross-Space Clustering and Controlled Transfer"
Data labeling scripts for machine/deep learning.
Pick and compare different financial indicators offered by Ta-lib.
I did this project as one of the parts from a Python test for my Master's degree. The objective was to practice the treatment of financial time series.
This is an example of matching optuna's hyper-parameter tuning options with as many pytorh neural net hyper-parameters as possible.
This implementation contains the application of GPlearn's symbolic transformer on a commodity futures sector of the financial market.
Mining technical factors based on symbolic regression via genetic algorithm
This is an example of acceleration for for-loops made possible by Joblib libary and muti-core usage.
🏅 Collection of Kaggle Solutions and Ideas 🏅
Code for Machine Learning for Algorithmic Trading, 2nd edition.
aka "Bayesian Methods for Hackers": An introduction to Bayesian methods + probabilistic programming with a computation/understanding-first, mathematics-second point of view. All in pure Python ;)
Streamline data processing, agent training and testing implementation for futurers contracts.
Config files for my GitHub profile.