Experimental Codes for Temporal Regularized Matrix Factoriztion for High-dimensional Time Series Prediction.
Applied an ARIMA-LSTM hybrid model to predict future price correlation coefficients of two assets
Forecasting directional movements of stock prices for intraday trading using LSTM and random forest
Codebase for the paper LSTM Fully Convolutional Networks for Time Series Classification
Python codes for low-rank tensor factorization, tensor completion, and tensor regression techniques.
Accompanying functions for Peter Phillips and Zhentao Shi (2019): "Boosting: Why You Can Use the HP Filter"
In this repository, I modify a quasi-experimental statistical procedure for time-series inference using convolutional long short-term memory networks.
Predict stock market prices using RNN model with multilayer LSTM cells + optional multi-stock embeddings.
Exercises answers to the book "machine-learning" written by Zhou Zhihua。周志华《机器学习》课后习题,个人解答。各算法都拿numpy和pandas实现了一遍