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1. semi-supervised-hedge-fund-clustering semi-supervised-hedge-fund-clustering Public

   A semi-supervised clustering method utilizing tree distance for enhanced hierarchical classification of funds in fund of funds analysis.

   Jupyter Notebook 1

2. meta-labeling-and-lstm meta-labeling-and-lstm Public

   An implementation that applies meta-labeling to minute-frequency stock data, utilizing LSTM as the primary model for price direction prediction, which forms the basis for a trading strategy augment…

   Jupyter Notebook 2

3. model-fingerprint model-fingerprint Public

   A model-agnostic method to decompose predictions of machine learning models into linear, nonlinear and pairwise interaction effects.

   Jupyter Notebook 1

4. semi-supervised-chameleon-clustering semi-supervised-chameleon-clustering Public

   An implementation of semi-supervised Chameleon clustering, capable of integrating must-link and cannot-link constraints at various levels of hierarchy to guide the clustering process. It also offer…

   Jupyter Notebook 1 1

5. hierarchical-tree-distance hierarchical-tree-distance Public

   An implementation of the AKB tree distance, a measure designed to quantify the similarity between classes within a hierarchical label tree. Adept at emphasizing the importance of higher hierarchy e…

   Jupyter Notebook