Search Results for "factor"

...By following the familiar scikit-learn API design, the library allows quantitative researchers and developers to apply techniques such as model selection, cross-validation, and hyperparameter tuning to portfolio construction workflows. It supports a wide range of allocation methods, from classical mean-variance optimization to modern techniques that rely on clustering, factor models, and risk-based allocations. The framework also includes tools for evaluating portfolio performance under different market conditions, enabling users to test robustness and reduce the risk of overfitting.

...The core concept of the system is visual, and the name of the interface corresponds to it one-to-one, so it is also uniform and extensible. You can write and run the strategy in your favorite ide, and then view its related targets, factor, signal and performance on the UI. Once you are familiar with the core concepts of the system, you can apply it to any target in the market.

...The project contains numerous notebooks and research materials demonstrating quantitative analysis techniques used in financial markets. These include implementations of factor models, statistical arbitrage strategies, portfolio optimization methods, and reinforcement learning approaches to trading. The repository also explores financial modeling topics such as vector autoregression, Gaussian mixture models, and option pricing techniques. Many notebooks demonstrate backtesting pipelines that allow users to evaluate trading strategies using historical market data. ...

...At the same time, it also introduces deep learning techniques used by practitioners in the industry, including deep feedforward networks, regularization, optimization algorithms, convolutional networks, sequence modeling and practical methods, and investigates topics such as natural language processing, Applications in speech recognition, computer vision, online recommender systems, bioinformatics, and video games. Finally, the Deep Learning book provides research directions covering theoretical topics including linear factor models, autoencoders, representation learning, structured probabilistic models, etc.

PhiWeave is a machine learning library for structured prediction via factor graphs. It is part of an ongoing effort to implement and improve on the current state-of-the-art in inference and parameter estimation for graphical models.