Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.
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Updated
Aug 4, 2023 - Python
Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.
Custom implementation of Corrleation Module
Intelligently optimizes technical indicators and optionally selects the least intercorrelated for use in machine learning models
Code for efficiently computing 2-point and 3-point correlation functions. For documentation, go to
Estimating Copula Entropy (Mutual Information), Transfer Entropy (Conditional Mutual Information), and the statistics for multivariate normality test and two-sample test, and change point detection in Python
Inject an ID into every log message from a Django request. ASGI compatible, integrates with Sentry, and works with Celery
An application to translate raster image of CAD drawing sheet to a user editable DXF format.
A Python cross correlation command line tool for unevenly sampled time series
Maximum Covariance Analysis in Python
Error propagation and statistical analysis for Markov chain Monte Carlo simulations in lattice QCD and statistical mechanics using autograd
[ICCV'21 Oral] High-Resolution Optical Flow from 1D Attention and Correlation
computes most of information functions (joint entropy, conditional, mutual information, total correlation information distance) and deep information networks
This repository is about the lab activity which we had done in Digital Signal Processing Lab(DSP Lab)
💲entiment Analysis of Tweets & predicting Stock 💹 prices based on user sentiments about # Amazon
Parallel correlation calculation of big numpy arrays or pandas dataframes with NaNs and infs.
System Processes Correlation Engine
EmailScanner is an integration application in python that uses `exchangelib` to process mail items in Microsoft exchange.
GNU Radio project on packetized transmission. Contains improved packet encoder/decoeder, correlation estimator and tagged stream blocks.
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