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Found 9 papers, 8 papers with code
Black-box model risk in finance
Machine learning models are increasingly used in a wide variety of financial settings.
FairPut: A Light Framework for Machine Learning Fairness with LightGBM
This is a holistic framework to approach fair prediction outputs at the individual and group level.
MTSS-GAN: Multivariate Time Series Simulation Generative Adversarial Networks
MTSS-GAN is a new generative adversarial network (GAN) developed to simulate diverse multivariate time series (MTS) data with finance applications in mind.
DataGene: A Framework for Dataset Similarity
DataGene is developed to identify data set similarity between real and synthetic datasets as well as train, test, and validation datasets.
DeltaPy: A Framework for Tabular Data Augmentation in Python
A range of data abstractions have come to the fore since the re-emergence of machine learning.
AtsPy: Automated Time Series Forecasting in Python
This short report deals with the recent rise of programmatic time series methods.
PandaPy: A Wrapper Around Structured Arrays to Mimic ‘Structs’ in the C Language
Similar to the original Pandas project, PandaPy is developed to improve the usability of python for finance.
Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategies
This is the first in a series of arti-cles dealing with machine learning in asset management.
A Surprising Thing: The Application of Machine Learning Ensembles and Signal Theory to Predict Earnings Surprises
Nonlinear classification models can predict future earnings surprises with a high accuracy by using pricing and earnings input data.
