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1. CustomLoss CustomLoss Public

   Custom Loss functions for asset return prediction with deep learning regression

   Python 35 10

2. D-ratio D-ratio Public

   D ratio is a performance metric to analyse the efficiency of algorithms that predict asset return or asset prices

   Python 25 6

3. Adjusted-MAE-loss-function Adjusted-MAE-loss-function Public

   Adjusted MAE loss function is a custom loss function for Pytorch that integrates a penalty for the difference in sign between the true y and the predicted y.

   Python 10 2

4. Adjusted-Cross-entropy-loss-function Adjusted-Cross-entropy-loss-function Public

   Adjusted CrossEntropy loss function that integrates the distance between the true class and the predicted one

   Python 9 3

5. AssetAnalysis AssetAnalysis Public

   Asset analysis : downloading assets and correlated assets for analysis with neural nets

   Python 3 2

6. Neural_network Neural_network Public

   Multi hidden layers neural network in Octave for classification as generalization from Stanford Class CS229 on Machine learning

   MATLAB