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financial-machine-learning/generated_wiki/extended_research.md
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| <sub>repo</sub> | <sub>comment</sub> | <sub>created_at</sub> | <sub>last_commit</sub> | <sub>star_count</sub> | <sub>repo_status</sub> | <sub>rating</sub> |
|:-----------------------------------------------------------------------------------------------------------------------------------|:------------------------------------------------------------------------------------------------|:-------------------------------|:-------------------------------|:------------------------|:------------------------------------|:--------------------|
| <sub>[Commodity](https://github.com/felipessalvatore/fin2vec/blob/master/src/Commodity2BR.ipynb)</sub> | <sub>Commodity influence over Brazilian stocks.</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Real Estate Property Fraud](https://github.com/aviroop1/Real_Estate_Property_Fraud)</sub> | <sub>Unsupervised fraud detection model that can identify likely candidates of fraud.</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Corporate Finance](https://github.com/SeanMcOwen/FinanceAndPython.com-CorporateFinance)</sub> | <sub>Basic corporate finance.</sub> | <sub>2017-09-09 03:35:24</sub> | <sub>2017-09-09 23:04:48</sub> | <sub>9.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Behavioural Economics](https://github.com/pcmichaud/notebooks)</sub> | <sub>Behavioural Economics and Finance Python Notebooks.</sub> | <sub>2018-12-20 00:21:38</sub> | <sub>2019-03-26 11:51:46</sub> | <sub>9.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[NLP Finance Papers](https://github.com/chenbowen184/Research_Documents_Curation_with_NLP)</sub> | <sub>Curating quantitative finance papers using machine learning.</sub> | <sub>2018-10-11 20:32:37</sub> | <sub>2018-12-24 23:27:55</sub> | <sub>8.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Applied Corporate Finance](https://github.com/chenbowen184/Data_Science_in_Applied_Corporate_Finance)</sub> | <sub>Studies the empirical behaviours in stock market.</sub> | <sub>2018-01-29 05:14:52</sub> | <sub>2018-07-19 06:25:36</sub> | <sub>8.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[HFT](https://github.com/rorysroes/SGX-Full-OrderBook-Tick-Data-Trading-Strategy)</sub> | <sub>High frequency trading.</sub> | <sub>2016-07-21 05:14:14</sub> | <sub>2017-02-14 16:47:25</sub> | <sub>748.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Financial Economics](https://github.com/rsvp/fecon235/tree/master/nb)</sub> | <sub>Financial Economics Models.</sub> | <sub>2014-11-09 04:49:01</sub> | <sub>2018-12-03 16:30:28</sub> | <sub>713.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Mathematical Finance](https://github.com/Auquan/Tutorials)</sub> | <sub>Notebooks for math and financial tutorials.</sub> | <sub>2017-01-21 11:24:18</sub> | <sub>2020-08-01 17:03:32</sub> | <sub>664.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Backtests](https://github.com/AlgoTraders/stock-analysis-engine)</sub> | <sub>Trading data and algorithms.</sub> | <sub>2018-09-16 20:00:36</sub> | <sub>2020-09-05 13:01:05</sub> | <sub>620.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Liquidity and Momentum](https://github.com/mrefermat/quant_finance)</sub> | <sub>Various factors and portfolio constructions.</sub> | <sub>2018-08-11 22:59:53</sub> | <sub>2019-11-12 04:49:01</sub> | <sub>31.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Currency PCA](https://github.com/shanemulqueen/python-finance-pca/blob/master/FX_spots_w_PCA.ipynb)</sub> | <sub>Forex spots PCA.</sub> | <sub>2019-03-12 21:11:29</sub> | <sub>2019-03-12 22:09:10</sub> | <sub>3.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[M&A](https://github.com/atulram/Finance-and-Stocks)</sub> | <sub>Mergers and Acquisitions.</sub> | <sub>2019-01-19 18:16:47</sub> | <sub>2019-02-18 16:57:19</sub> | <sub>3.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Life-cycle](https://github.com/atulram/Finance-and-Stocks/blob/master/CompanyLifeCycle.ipynb)</sub> | <sub>Company life cycle.</sub> | <sub>2019-01-19 18:16:47</sub> | <sub>2019-02-18 16:57:19</sub> | <sub>3.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Deep Portfolio](https://github.com/DLColumbia/DL_forFinance)</sub> | <sub>Deep learning for finance Predict volume of bonds.</sub> | <sub>2018-05-08 19:34:17</sub> | <sub>2018-05-09 15:39:25</sub> | <sub>27.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Bayesian Finance I](https://github.com/AlexIoannides/pymc-stochastic-process/blob/master/bayes_stoch_proc_calib.ipynb)</sub> | <sub>Stochastic Process Calibration using Bayesian Inference & Probabilistic Programs.</sub> | <sub>2019-01-04 12:30:41</sub> | <sub>2019-02-18 09:55:21</sub> | <sub>25.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[High Frequency](https://github.com/cswaney/prickle)</sub> | <sub>A Python toolkit for high-frequency trade research.</sub> | <sub>2016-07-06 20:32:21</sub> | <sub>2018-06-09 10:53:51</sub> | <sub>24.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Bayesian Finance](https://github.com/marketneutral/alphatools/blob/master/notebooks/pymc3-minimal.ipynb)</sub> | <sub>Notebook PyMC3 implementation.</sub> | <sub>2018-08-28 14:45:00</sub> | <sub>2020-08-06 22:03:47</sub> | <sub>233.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Economic Foundations](https://github.com/SeanMcOwen/FinanceAndPython.com-EconomicFoundations)</sub> | <sub>Basic economic models.</sub> | <sub>2017-05-25 02:27:36</sub> | <sub>2017-06-30 03:53:59</sub> | <sub>2.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Simulation](https://github.com/chenbowen184/Computational_Finance)</sub> | <sub>Investigating simulations as part of computational finance.</sub> | <sub>2018-01-29 05:01:52</sub> | <sub>2018-08-02 05:56:49</sub> | <sub>17.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Finance Graph Theory](https://github.com/AvijitGhosh82/Finance_Graph_Theory)</sub> | <sub>Modelling Contentedness of Firms in Financial Markets with Heterogeneous Agents.</sub> | <sub>2018-08-02 02:48:24</sub> | <sub>2019-03-16 18:39:38</sub> | <sub>17.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Computational Finance](https://github.com/lnsongxf/Applied_Computational_Economics_and_Finance)</sub> | <sub>Applied Computational Economics and Finance.</sub> | <sub>2017-08-27 03:46:33</sub> | <sub>2017-08-26 04:26:04</sub> | <sub>12.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Critical Transitions](https://github.com/ryanholbrook/critical-transitions)</sub> | <sub>Detecting critical transitions in financial networks with topological data analysis.</sub> | <sub>2019-01-22 10:59:50</sub> | <sub>2019-03-12 18:35:02</sub> | <sub>10.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Market Crash Prediction](https://github.com/sarachmax/MarketCrashes_Prediction/blob/master/LPPL_Comparasion.ipynb)</sub> | <sub>Predicting market crashes using an LPPL model.</sub> | <sub>2019-01-24 13:37:45</sub> | <sub>2019-02-13 16:48:00</sub> | <sub>1.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |