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  1. pfnet-research/pfhedge Public

    PyTorch-based framework for Deep Hedging

    Python 131 38

  2. fracdiff/fracdiff Public

    Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial Machine Learning" by M. Prado.

    Python 92 17

  3. translob Public

    PyTorch implementation of TransLOB - Transformer-based deep learning architecture for predicting price movements from limit order books.

    Python 15 9

  4. pandas-estat Public

    政府統計総合窓口 e-Stat のデータを Pandas DataFrame 形式で取得します。従来は API にリクエストを送り出力をパースする煩瑣な作業が必要でしたが、関数一発で DataFrame を取得できます。

    Python 24

190 contributions in the last year

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Contribution activity

November 2022

Created 1 commit in 1 repository
Opened 1 pull request in 1 repository
simaki/dotfiles 1 merged

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