Popular GitHub Repositories for Financial Econometrics

FinGPT: Open-Source Financial Large Language Models! Revolutionize ? We release the trained model on HuggingFace.

FinRL: Financial Reinforcement Learning. ?

MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

? A curated list of awesome LLMs & deep learning strategies & tools in financial market.

ALICE (Automated Learning and Intelligence for Causation and Economics) is a Microsoft Research project aimed at applying Artificial Intelligence concepts to economic decision making. One of its goals is to build a toolkit that combines state-of-the-art machine learning techniques with econometrics in order to bring automation to complex causal inference problems. To date, the ALICE Python SDK (econml) implements orthogonal machine learning algorithms such as the double machine learning work of Chernozhukov et al. This toolkit is designed to measure the causal effect of some treatment variable(s) t on an outcome variable y, controlling for a set of features x.

FinRobot: An Open-Source AI Agent Platform for Financial Analysis using LLMs ? ? ?

? ????? about ????, ??????, and ?????? ??? for free by designing, training, and deploying a real-time financial advisor LLM system ~ ?????? ???? + ????? & ??????? ?????????

Quant/Algorithm trading resources with an emphasis on Machine Learning

C++ DataFrame for statistical, Financial, and ML analysis -- in modern C++ using native types and contiguous memory storage

2-2000x faster ML algos, 50% less memory usage, works on all hardware - new and old.

fastquant — Backtest and optimize your ML trading strategies with only 3 lines of code!

Deep Learning and Machine Learning stocks represent promising opportunities for both long-term and short-term investors and traders.

ARCH models in Python

Robyn is an experimental, AI/ML-powered and open sourced Marketing Mix Modeling (MMM) package from Meta Marketing Science. Our mission is to democratise modeling knowledge, inspire the industry through innovation, reduce human bias in the modeling process & build a strong open source marketing science community.

LightweightMMM ? is a lightweight Bayesian Marketing Mix Modeling (MMM) library that allows users to easily train MMMs and obtain channel attribution information.

DISC-FinLLM，中文金融大语言模型（LLM），旨在为用户提供金融场景下专业、智能、全面的金融咨询服务。DISC-FinLLM, a Chinese financial large language model (LLM) designed to provide users with professional, intelligent, and comprehensive financial consulting services in financial scenarios.

This repository introduces PIXIU, an open-source resource featuring the first financial large language models (LLMs), instruction tuning data, and evaluation benchmarks to holistically assess financial LLMs. Our goal is to continually push forward the open-source development of financial artificial intelligence (AI).

A Deep Graph-based Toolbox for Fraud Detection

DoubleML - Double Machine Learning in Python

A Pretrained BERT Model for Financial Communications. https://arxiv.org/abs/2006.08097