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Achievement: Pull SharkAchievement: Arctic Code Vault ContributorAchievement: Starstruckx4
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firmai/README.md

Hi there 👋

I'm Derek, a professor at NYU teaching Machine Learning in Financial Engineering

  • My interests are in synthetic data generation, agent-based simulators, and asset management using machine learning.
  • I have worked on projects at HSBC, G-Research, Alan Turing Insitute, Oxford-MAN Institute and other large quantitative funds.

 
Spotify

Since joining Github, I pushed 8190 commits, opened 202 issues, received 20696 stars across 68 personal projects and contributed to 33 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 industry-machine-learning Public

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

    Jupyter Notebook 7k 1.2k

  2. business-machine-learning 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 757 222

  3. financial-machine-learning financial-machine-learning Public

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

    Python 5.6k 1.1k

  4. python-business-analytics python-business-analytics Public

    Python solutions to solve practical business problems.

    Jupyter Notebook 445 171

  5. tsgan tsgan Public

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

    Python 110 37

  6. scrapers scrapers Public

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

    Python 84 28