Differential Machine Learning and Axes that matter by Brian Huge and Antoine Savine

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Wilson Freitas
2022-08-04 19:26:58 -03:00
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@@ -467,3 +467,4 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [machine-learning-asset-management](https://github.com/firmai/machine-learning-asset-management) - Machine Learning in Asset Management (by @firmai).
- [Deep-Learning-Machine-Learning-Stock](https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock) - Deep Learning and Machine Learning stocks represent a promising long-term or short-term opportunity for investors and traders.
- [Technical_Analysis_and_Feature_Engineering](https://github.com/jo-cho/Technical_Analysis_and_Feature_Engineering) - Feature Engineering and Feature Importance of Machine Learning in Financial Market.
- [Differential Machine Learning and Axes that matter by Brian Huge and Antoine Savine](https://github.com/differential-machine-learning/notebooks) - Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Difference' (2021) by Huge and Savine, and cover implementation details left out from the papers.