harveybc/feature-eng harveybc/feature-eng

  • Stars
    star
    5
  • Rank 2,861,937 (Top 57 %)
  • Language
    Python
  • License
    MIT License
  • Created over 6 years ago
  • Updated 5 months ago
Twitter logo Share LinkedIn logo Share Facebook logo Share
harveybc/feature-eng
github

harveybc

Reviews

There are no reviews yet. Be the first to send feedback to the community and the maintainers!

Repository Details

Implements classes for feature engineering including one for Singular Spectrum Analysis (SSA) decomposition, SSA prediction or an heuristic function of an input dataset that may be used as training signal.

More Repositories

1

gym-fx

Forex trading simulator environment for OpenAI Gym, observations contain the order status, performance and timeseries loaded from a CSV file containing rates and indicators. Work In Progress
Python
201
star
2

agent-multi

Automated trading agent for an OpenAI Gym enviroment with multiple simultaneous trading of symbols(currency pairs) using separate action and observation timeseries.
Python
15
star
3

don

Descentralized Optimization Network (DON) is a REST API that allows extending existing evolutionary algorithms to a decentralized architecture to provide collaboration, scalability, event log and fault-tolerance in an optimization process. It also allows external clients to make remote evaluations of data using the most optimized models.
JavaScript
6
star
4

trading-signal

Generate an ideal trading singnal that can be used as training signal for an automated trading agent.
Python
5
star
5

preprocessor

Data pre-processing with modular components for: normalizer/standarizer, unbiaser, trimmer and feature selector.
Python
4
star
6

predictor

Predictor that uses a configurable plugin to make predictions for a configurable time horizon in a timeseries, using heterogeneus data as input, assumming that the input data is synchronized with the timeseries to be predicted.
Python
4
star
7

gym-agent

Evaluator of a previously trained Deep Conv Net agent on an OpenAI gym enviroment.
Python
4
star
8

rl-optimizer

Reinforcement learning based optimizer with extensible architecture.
Python
4
star
9

feature-fusion

Merges feature-extractors outputs and reduce dimensionality into a desired output size, to serve as input size for a predictor (or another ML system). Uses plug-ins for the dimensionality reduction technique.
Python
4
star
10

q-analyzer

Generate a csv file and a graphic with the correlations between an ideal training signal and each of the channels of a ssa decomposition of the close price and the sum of the channels with a variable number of channels. the objective is to decide the most convenient number of channels that to feed a trading agent in the gym-forex OpenAI environment.
Python
4
star
11

data-logger

Remote API for configurable and secure generic data logging and visualization.
JavaScript
3
star
12

H5PHET

Implementation of Neuroevolution of Augmenting Topologies(NEAT) using a distributed architecture for training ANNs with Forex application in MQL4
Cuda
3
star
13

SGDOC

Document management system with ISO 15489 field compatibility.
JavaScript
3
star
14

feature-extractor

Feature Extractor is a Python application for training an autoencoder for generating an encoder that can be used as feature extractor for dimensionality and noise reduction. Supports dynamic plugin integration, allowing users to extend its capabilities by adding custom encoder and decoder models.
Python
3
star