Yoontae Hwang

SimStock-Representation-Model-for-Stock-Similarities. Official Implementation of SimStock : Representation Model for Stock Similarities

Signature-Informed-Transformer-For-Asset-Allocation. SIT (Signature-Informed Transformer For Asset Allocation)

Stop-loss-adjusted-labels. Official Implementation of Stop-loss adjusted labels for machine learning-based trading of risky assets

Decision-informed-Neural-Networks-with-Large-Language-Model-Integration-for-Portfolio-Optimization. DINN (Decision-informed Neural Networks with Large Language Model Integration for Portfolio Optimization)

M2VN-Multi-Modal-Learning-Network-for-Volatility-Forecasting. Official code - M2VN(Multi-Modal Learning Network for Volatility Forecasting)

Point-Processes. Study for developing deep learning models for Temporal point process

Geodesic-Flow-Kernels-for-Semi-Supervised-Learning-on-Mixed-Variable-Tabular-Dataset. Geodesic Flow Kernels for Semi-Supervised Learning on Mixed-Variable Tabular Dataset

Diagnosing-Model-Performance-Under-Distribution-Shift. Unofficial Implementation of Diagnosing Model Performance Under Distribution Shift

Price-Discrimination-With-Fairness-Constraints. Unofficial Implementation of Price-discrimination-with-fairness-constraints

TempTransformer. Temporal Transformer for Long-term time series forecasting

Bigcon. Bigcontest code

Subspace-Regularized-Portfolio-Optimization-under-Regime-Dependent-Risk. RC-GEG (Portfolio optimization)

Adaptive-hedging-strategy-into-an-ETF. Adaptive hedging strategy into an ETF (Will be updated)

Next-Generation-Household-Finance. Improving Household Financial Health through Deep Learning and Statistical Arbitrage Strategies; PhD Thesis

A-uniformly-distributed-random-portfolio-UDRP. Unofficial Implementation of A uniformly distributed random portfolio(UDRP)

Data-Driven-portfolio-optimization. Official Implementation of Data-Driven-Portfolio-Optimization

consistency_models. Unofficial Implementation of Consistency Models in pytorch

contrastive_planning. Code for the paper "Inference via Interpolation: Contrastive Representations Provably Enable Planning and Inference"

Time-LLM. [ICLR 2024] Official implementation of " 🦙 Time-LLM: Time Series Forecasting by Reprogramming Large Language Models"

MaSDEs. Code for "Neural Stochastic Differential Gaems for Time-series Analysis"

multivariate_time_series_interpolation. Multivariate Time series interpolation using hierarchical mixed effects models.

tuning_playbook. A playbook for systematically maximizing the performance of deep learning models.

py-mlfactor. Rewriting the code in "Machine Learning for Factor Investing" in Python

Decoding-Stock-Movement-via-Polya-Tree-Mixtures. Decoding Stock Movement via Polya Tree Mixtures

Timeserise-modeling. deepAR, TFT

FinRL. FinRL: Financial Reinforcement Learning. 🔥

signature-regime-detection. Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensional and non-Markovian data"

Yoontae6719.