AIFI-BOOTCAMP

Repository with code and notebooks for the AIFI-BOOTCAMP.

Install python libraries:

Go to folder where you have the repository, in the repository do cd aifi-bootcamp then run the command: py -m pip install -r requirements.txt

Our Papers and litterature

A Meta-Learning approach to Model Uncertainty in Financial Time Series (March 29, 2021):

• https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3814938

Deep Learning for Equity Time Series Prediction (Nov 24 2020):

• https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3735940

Big Data and Machine Learning in Quantitative Investment, Chapter on LSTM (March 2019):

• https://www.wiley.com/en-ae/Big+Data+and+Machine+Learning+in+Quantitative+Investment-p-9781119522195

Data Science Stack

• Numpy
• Pandas
• Jupyter Notebooks
• Scikit-Learn: https://scikit-learn.org/stable/
• Tensorflow/Keras: https://keras.io/
• Pytorch: https://pytorch.org/

Anaconda environments

Create separate environments in order to isolate different versions of your software. https://docs.conda.io/projects/conda/en/latest/user-guide/tasks/manage-environments.html

1. Create a conda environment: conda create --name myenv

2. Create an environment with specific version of Python: conda create -n myenv python=3.8

3. Create environment with a specific package: conda create -n myenv scipy