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thesis

My thesis 🏅

https://github.com/karelze/thesis

Science Score: 36.0%

This score indicates how likely this project is to be science-related based on various indicators:

  • ○
    CITATION.cff file
  • ✓
    codemeta.json file
    Found codemeta.json file
  • ✓
    .zenodo.json file
    Found .zenodo.json file
  • ○
    DOI references
  • ✓
    Academic publication links
    Links to: arxiv.org
  • ○
    Academic email domains
  • ○
    Institutional organization owner
  • ○
    JOSS paper metadata
  • ○
    Scientific vocabulary similarity
    Low similarity (10.6%) to scientific vocabulary

Keywords

classification karlsruhe-institute-of-technology kit ml quantitive-finance
Last synced: 6 months ago · JSON representation

Repository

My thesis 🏅

Basic Info
  • Host: GitHub
  • Owner: KarelZe
  • License: bsd-3-clause
  • Language: TeX
  • Default Branch: main
  • Homepage:
  • Size: 74.9 MB
Statistics
  • Stars: 5
  • Watchers: 3
  • Forks: 1
  • Open Issues: 1
  • Releases: 39
Topics
classification karlsruhe-institute-of-technology kit ml quantitive-finance
Created over 3 years ago · Last pushed 6 months ago
Metadata Files
Readme License Citation

README.md

badge thesis badge code badge code coverage

thesis

Overview

This repository contains all the resources for my thesis on option trade classification at Karlsruhe Institute of Technology.

| notes | schedule | experiments | computing resources | document | | ------------------------------------------------------------------------------------------------------------------------------------------------------------------------- | --------------------------------------------------------------------------------------------------------------------- | ------------------------------------------------------------------------- | ----------------------------------------------------------------------------------------------------------------------------------------------------------- | -------------------------------------------------------------- | | See references folder. Download obsidian from obsidian.md to easily browse the notes. | Link to tasks and mile stones. | Link to weights & biases (requires login). | Link to gcp (requires login), and to bwHPC (requires login). | see releases. |

Development

Set up git pre-commit hooks

Pre-commit hooks are pre-checks to avoid committing error-prone code. The tests are defined in the .pre-commit-config.yaml. Install them using: shell pip install .[dev] pre-commit install pre-commit run --all-files

Run tests

Tests can be run using tox. Just type: shell tox

Acknowledgement

The authors acknowledge support by the state of Baden-Wrttemberg through bwHPC.

Our implementation is based on:

Gorishniy, Y., Rubachev, I., Khrulkov, V., & Babenko, A. (2021). Revisiting Deep Learning Models for Tabular Data. Advances in Neural Information Processing Systems, 34, 1893218943.
Prokhorenkova, L., Gusev, G., Vorobev, A., Dorogush, A. V., & Gulin, A. (2018). CatBoost: Unbiased boosting with categorical features. Proceedings of the 32nd International Conference on Neural Information Processing Systems, 32, 66396649.
Rubachev, I., Alekberov, A., Gorishniy, Y., & Babenko, A. (2022). Revisiting pretraining objectives for tabular deep learning (arXiv:2207.03208). arXiv. http://arxiv.org/abs/2207.03208

Owner

  • Name: Markus Bilz
  • Login: KarelZe
  • Kind: user
  • Location: Germany
  • Company: Atruvia

GitHub Events

Total
  • Watch event: 1
  • Delete event: 1
  • Push event: 73
  • Pull request review event: 2
  • Pull request event: 28
  • Create event: 3
Last Year
  • Watch event: 1
  • Delete event: 1
  • Push event: 73
  • Pull request review event: 2
  • Pull request event: 28
  • Create event: 3

Issues and Pull Requests

Last synced: 6 months ago

All Time
  • Total issues: 13
  • Total pull requests: 109
  • Average time to close issues: 3 months
  • Average time to close pull requests: 5 days
  • Total issue authors: 1
  • Total pull request authors: 3
  • Average comments per issue: 0.92
  • Average comments per pull request: 0.2
  • Merged pull requests: 87
  • Bot issues: 0
  • Bot pull requests: 37
Past Year
  • Issues: 0
  • Pull requests: 20
  • Average time to close issues: N/A
  • Average time to close pull requests: 15 days
  • Issue authors: 0
  • Pull request authors: 3
  • Average comments per issue: 0
  • Average comments per pull request: 0.0
  • Merged pull requests: 12
  • Bot issues: 0
  • Bot pull requests: 19
View more stats
Top Authors
Issue Authors
  • KarelZe (13)
Pull Request Authors
  • KarelZe (77)
  • pre-commit-ci[bot] (26)
  • dependabot[bot] (21)
  • github-actions[bot] (3)
Top Labels
Issue Labels
code (7) writing (4)
Pull Request Labels
code (52) dependencies (26) writing (22) github_actions (8)

Dependencies

.github/workflows/action_latex.yaml actions
  • actions/checkout v3 composite
  • softprops/action-gh-release v1 composite
  • xu-cheng/latex-action master composite
.github/workflows/action_python.yaml actions
  • actions/checkout v3 composite
  • actions/setup-python v4 composite
  • schneegans/dynamic-badges-action v1.6.0 composite
pyproject.toml pypi
  • catboost ==1.1
  • click ==8.1.7
  • fastparquet ==2023.7.0
  • gcsfs ==2023.6.0
  • google-auth ==2.22.0
  • modin ==0.17.0
  • numpy ==1.23.4
  • optuna ==3.1.0
  • pandas ==1.5.1
  • pandas-datareader ==0.10.0
  • psutil ==5.9.5
  • pydantic ==1.10.2
  • python-dotenv >=0.5.1
  • pyyaml ==6.0.1
  • requests ==2.31.0
  • scikit-learn ==1.1.3
  • seaborn ==0.12.2
  • torch ==2.0.0
  • tqdm ==4.66.1
  • typer ==0.9.0
  • wandb ==0.13.5
poetry.lock pypi
  • 132 dependencies