Hi there 👋
I'm Derek, a software developer and machine learning researcher in management sciences and finance, currently working on:
- If you are interested in the topics below have a look at ML-Quant resources https://www.ml-quant.com/
- 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.
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Since joining Github, I pushed 2150 commits, opened 128 issues, received 15228 stars across 61 personal projects and contributed to 34 public repositories. |
Packages
Everything listed here is available under Unlicense
My research has been used by large institutional banks and quantitative hedge funds (see SSRN).
- DeltaPy (12,409 Downloads) — First tabular data augmentation package in Python (market data) [code][report]
- PandaPy (21,163 Downloads) — Pandas alternative that mimics ‘Structs’ in the C Language (market data) [code][report]
- AtsPy (53,147 Downloads) — First automated time series package in Python (alternative data) [code][report]
- DataGene (4,246 Downloads) — First package assessing dataset similarity (market data) [code][report]
- MLAM (35,409 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.
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