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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:

  • 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.

 
Spotify

Since joining Github, I pushed 2151 commits, opened 133 issues, received 15677 stars across 61 personal projects and contributed to 18 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.

E-Mail Repos Badge firmai

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Pinned

  1. industry-machine-learning Public

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

    Jupyter Notebook 6.2k 1k

  2. business-machine-learning Public

    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 654 203

  3. financial-machine-learning Public

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

    Python 2.7k 784

  4. python-business-analytics Public

    Python solutions to solve practical business problems.

    Jupyter Notebook 315 142

  5. tsgan Public

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

    Python 89 30

  6. scrapers Public

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

    Python 65 24

126 contributions in the last year

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Contribution activity

June 2022

Created 1 commit in 1 repository

Created an issue in ymyke/tessa that received 4 comments

Tessa not working on Google Colab

I am in a simple colab environment, and can't get the pypi install to work, let me know if you understand whats going on.

4 comments
Opened 3 other issues in 3 repositories
chulwoohan/pyanomaly 1 open
le0x99/DailyTrends 1 open
ymyke/tessa 1 closed