clustering moroccan stocks time series data using k-means with dtw (dynamic time warping)

Overview

Moroccan Stocks Clustering

Context

Hey! we don't always have to forecast time series am I right ?

We use k-means to cluster about 70 moroccan stock prices to see their influence on market trends indicated by the MASI (Moroccan All Shares Index) index, for the case of time series k-means uses DTW (Dynamic Time Warping) metric which is a better indicator for similiarity for time series data

Our analysis leads us to find out about the companies that flourished despite the pandemic, the ones that did suffer but managed to recover and the ones that suffered the most.

Dependencies

To be able to run the notebook on your machine you need to have docker installed

Quick Start

To start the notebook and run the pipeline simply run these commands

docker pull ghcr.io/pillarxyz/moroccan-stocks-clustering:master
docker run -it -p 8888:8888 ghcr.io/pillarxyz/moroccan-stocks-clustering:master

Data Source:

this dataset was scraped from LeBoursier

Owner
Ayman Lafaz
Wanna see big messy jupyter notebooks for fun? welcome
Ayman Lafaz
[CVPR 2021] Pytorch implementation of Hijack-GAN: Unintended-Use of Pretrained, Black-Box GANs

Hijack-GAN: Unintended-Use of Pretrained, Black-Box GANs In this work, we propose a framework HijackGAN, which enables non-linear latent space travers

Hui-Po Wang 46 Sep 05, 2022
Base pretrained models and datasets in pytorch (MNIST, SVHN, CIFAR10, CIFAR100, STL10, AlexNet, VGG16, VGG19, ResNet, Inception, SqueezeNet)

This is a playground for pytorch beginners, which contains predefined models on popular dataset. Currently we support mnist, svhn cifar10, cifar100 st

Aaron Chen 2.4k Dec 28, 2022
Code for MSc Quantitative Finance Dissertation

MSc Dissertation Code ReadMe Sector Volatility Prediction Performance Using GARCH Models and Artificial Neural Networks Curtis Nybo MSc Quantitative F

2 Dec 01, 2022
PyTorch implementation of Interpretable Explanations of Black Boxes by Meaningful Perturbation

PyTorch implementation of Interpretable Explanations of Black Boxes by Meaningful Perturbation The paper: https://arxiv.org/abs/1704.03296 What makes

Jacob Gildenblat 322 Dec 17, 2022
[WWW 2021] Source code for "Graph Contrastive Learning with Adaptive Augmentation"

GCA Source code for Graph Contrastive Learning with Adaptive Augmentation (WWW 2021) For example, to run GCA-Degree under WikiCS, execute: python trai

Big Data and Multi-modal Computing Group, CRIPAC 97 Jan 07, 2023
Codebase for Attentive Neural Hawkes Process (A-NHP) and Attentive Neural Datalog Through Time (A-NDTT)

Introduction Codebase for the paper Transformer Embeddings of Irregularly Spaced Events and Their Participants. This codebase contains two packages: a

Alan Yang 28 Dec 12, 2022
[ICML 2020] DrRepair: Learning to Repair Programs from Error Messages

DrRepair: Learning to Repair Programs from Error Messages This repo provides the source code & data of our paper: Graph-based, Self-Supervised Program

Michihiro Yasunaga 155 Jan 08, 2023
Official PyTorch implementation for "Low Precision Decentralized Distributed Training with Heterogenous Data"

Low Precision Decentralized Training with Heterogenous Data Official PyTorch implementation for "Low Precision Decentralized Distributed Training with

Aparna Aketi 0 Nov 23, 2021
Differential Privacy for Heterogeneous Federated Learning : Utility & Privacy tradeoffs

Differential Privacy for Heterogeneous Federated Learning : Utility & Privacy tradeoffs In this work, we propose an algorithm DP-SCAFFOLD(-warm), whic

19 Nov 10, 2022
This repository contains the code for using the H3DS dataset introduced in H3D-Net: Few-Shot High-Fidelity 3D Head Reconstruction

H3DS Dataset This repository contains the code for using the H3DS dataset introduced in H3D-Net: Few-Shot High-Fidelity 3D Head Reconstruction Access

Crisalix 72 Dec 10, 2022
PyTorch Implementation of Daft-Exprt: Robust Prosody Transfer Across Speakers for Expressive Speech Synthesis

Daft-Exprt - PyTorch Implementation PyTorch Implementation of Daft-Exprt: Robust Prosody Transfer Across Speakers for Expressive Speech Synthesis The

Keon Lee 47 Dec 18, 2022
✔️ Visual, reactive testing library for Julia. Time machine included.

PlutoTest.jl (alpha release) Visual, reactive testing library for Julia A macro @test that you can use to verify your code's correctness. But instead

Pluto 68 Dec 20, 2022
Supporting code for "Autoregressive neural-network wavefunctions for ab initio quantum chemistry".

naqs-for-quantum-chemistry This repository contains the codebase developed for the paper Autoregressive neural-network wavefunctions for ab initio qua

Tom Barrett 24 Dec 23, 2022
Deep Sea Treasure Environment for Multi-Objective Optimization Research

DeepSeaTreasure Environment Installation In order to get started with this environment, you can install it using the following command: python3 -m pip

imec IDLab 6 Nov 14, 2022
PyTorch-Geometric Implementation of MarkovGNN: Graph Neural Networks on Markov Diffusion

MarkovGNN This is the official PyTorch-Geometric implementation of MarkovGNN paper under the title "MarkovGNN: Graph Neural Networks on Markov Diffusi

HipGraph: High-Performance Graph Analytics and Learning 6 Sep 23, 2022
Official repository for "On Improving Adversarial Transferability of Vision Transformers" (2021)

Improving-Adversarial-Transferability-of-Vision-Transformers Muzammal Naseer, Kanchana Ranasinghe, Salman Khan, Fahad Khan, Fatih Porikli arxiv link A

Muzammal Naseer 47 Dec 02, 2022
ColossalAI-Examples - Examples of training models with hybrid parallelism using ColossalAI

ColossalAI-Examples This repository contains examples of training models with Co

HPC-AI Tech 185 Jan 09, 2023
DeepLabv3+:Encoder-Decoder with Atrous Separable Convolution语义分割模型在tensorflow2当中的实现

DeepLabv3+:Encoder-Decoder with Atrous Separable Convolution语义分割模型在tensorflow2当中的实现 目录 性能情况 Performance 所需环境 Environment 注意事项 Attention 文件下载 Download

Bubbliiiing 31 Nov 25, 2022
fcn by tensorflow

Update An example on how to integrate this code into your own semantic segmentation pipeline can be found in my KittiSeg project repository. tensorflo

9 May 22, 2022
Milano is a tool for automating hyper-parameters search for your models on a backend of your choice.

Milano (This is a research project, not an official NVIDIA product.) Documentation https://nvidia.github.io/Milano Milano (Machine learning autotuner

NVIDIA Corporation 147 Dec 17, 2022