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firmai/README.md

Hi there 👋

I'm Derek, a software developer and machine learning researcher in management sciences and finance, currently working on:

  • Synthetic data generation, agent-based simulators, forecasting, and asset management using machine learning; with
  • Quantitative funds, multinational investment banks, financial market authorities, the office of national statistics, and other british government departments.

 
Spotify

Since joining Github, I pushed 2097 commits, opened 126 issues, received 14358 stars across 60 personal projects and contributed to 38 public repositories.

Packages

Everything listed here is available under Unlicense

My research has been used by HSBC, Point72's Cubist Systematic, G-Research, and smaller proprietory funds (see SSRN).

  • DeltaPy (7,409 Downloads) — First tabular data augmentation package in Python (market data) [code][report]
  • PandaPy (14,163 Downloads) — Pandas alternative that mimics ‘Structs’ in the C Language (market data) [code][report]
  • AtsPy (27,147 Downloads) — First automated time series package in Python (alternative data) [code][report]
  • DataGene (2,246 Downloads) — First package assessing dataset similarity (market data) [code][report]
  • MLAM (7,409 Downloads) — First repository for machine learning in asset management (market data) [code][report]

Other packages under this license include MTSS-GAN [code][report], the first multivariate conditional time series generator, FairPut [code][report], a FAIR package using LightGBM, and PandasVault [code], an advanced Pandas repository.

E-Mail Repos Badge firmai

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

    Jupyter Notebook 6.1k 995

  2. 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 616 194

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

    Python 2.1k 671

  4. Python solutions to solve practical business problems.

    Jupyter Notebook 266 105

  5. tsgan Public

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

    Python 67 27

  6. scrapers Public

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

    Python 58 24

388 contributions in the last year

Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Mon Wed Fri

Contribution activity

December 2021

firmai has no activity yet for this period.
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