-
Notifications
You must be signed in to change notification settings - Fork 4
Commit
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
- Loading branch information
1 parent
83bf926
commit 322dc5b
Showing
1 changed file
with
118 additions
and
0 deletions.
There are no files selected for viewing
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Original file line number | Diff line number | Diff line change |
---|---|---|
@@ -0,0 +1,118 @@ | ||
# Welcome to gingado! | ||
|
||
`gingado` seeks to facilitate the use of machine learning in economic | ||
and finance use cases, while promoting good practices. This package aims | ||
to be suitable for beginners and advanced users alike. Use cases may | ||
range from simple data retrievals to experimentation with machine | ||
learning algorithms to more complex model pipelines used in production. | ||
|
||
## Overview | ||
|
||
`gingado` is a free, open source library built different | ||
functionalities: | ||
|
||
- [**data augmentation**](augmentation.html), to add more data from | ||
official sources, improving the machine models being trained by the | ||
user; | ||
|
||
- **relevant** [**datasets**](datasets.html), both real and simulamed, | ||
to allow for easier model development and comparison; | ||
|
||
- **automatic** [**benchmark model**](benchmark.html), to assess | ||
candidate models against a reasonably well-performant model; | ||
|
||
- *(new!)* **machine learning-based** | ||
[**estimators**](estimators.html), to help answer questions of | ||
academic or practical importance; | ||
|
||
- **support for** [**model documentation**](documentation.html), to | ||
embed documentation and ethical considerations in the model | ||
development phase; and | ||
|
||
- [**utilities**](utils.html), including tools to allow for lagging | ||
variables in a straightforward way. | ||
|
||
Each of these functionalities builds on top of the previous one. They | ||
can be used on a stand-alone basis, together, or even as part of a | ||
larger pipeline from data input to model training to documentation! | ||
|
||
> **Tip** | ||
> | ||
> New functionalities are planned over time, so consider checking | ||
> frequently on `gingado` for the latest toolsets. | ||
## Design principles | ||
|
||
The choices made during development of `gingado` derive from the | ||
following principles, in no particular order: | ||
|
||
- **flexibility**: users can use `gingado` out of the box or build | ||
custom processes on top of it; | ||
|
||
- **compatibility**: `gingado` works well with other widely used | ||
libraries in machine learning, such as `scikit-learn` and `pandas`; | ||
and | ||
|
||
- **responsibility**: `gingado` facilitates and promotes model | ||
documentation, including ethical considerations, as part of the | ||
machine learning development workflow. | ||
|
||
## Acknowledgements | ||
|
||
`gingado`’s API is inspired on the following libraries: | ||
|
||
- `scikit-learn` (Buitinck et al. 2013) | ||
|
||
- `keras` (website [here](https://keras.io/about/) and also, [this | ||
essay](https://medium.com/s/story/notes-to-myself-on-software-engineering-c890f16f4e4d)) | ||
|
||
- `fastai` (Howard and Gugger 2020) | ||
|
||
In addition, `gingado` is developed and maintained using | ||
[`quarto`](https://quarto.org/). | ||
|
||
## Presentations, talks, papers | ||
|
||
The most current version of the paper describing `gingado` is | ||
[here](https://github.com/dkgaraujo/gingado_comms/blob/main/gingado.pdf). | ||
The paper and other material about `gingado` (ie, slide decks, papers) | ||
in [this dedicated | ||
repository](https://github.com/dkgaraujo/gingado_comms). Interested | ||
users are welcome to visit the repository and comment on the drafts or | ||
slide decks, preferably by opening an | ||
[issue](https://github.com/dkgaraujo/gingado_comms/issues). I also store | ||
in this repository suggestions I receive as issues, so users can see | ||
what others commented (anonymously unless requested) and comment along | ||
as well! | ||
|
||
## Install | ||
|
||
To install `gingado`, simply run the following code on the terminal: | ||
|
||
`$ pip install gingado` | ||
|
||
If you use this package in your work, please cite it as below: | ||
|
||
Araujo, Douglas KG (2023): “gingado: a machine learning library focused | ||
on economics and finance”, BIS Working Paper No 1122. | ||
|
||
@techreport{gingado, | ||
author = {Araujo, Douglas KG}, | ||
title = {gingado: a machine learning library focused on economics and finance}, | ||
series = {BIS Working Paper}, | ||
type = {Working Paper}, | ||
institution = {Bank for International Settlements}, | ||
year = {2023}, | ||
number = {1122} | ||
} | ||
|
||
## References | ||
|
||
Buitinck, Lars, Gilles Louppe, Mathieu Blondel, Fabian Pedregosa, | ||
Andreas Mueller, Olivier Grisel, Vlad Niculae, et al. 2013. “API Design | ||
for Machine Learning Software: Experiences from the Scikit-Learn | ||
Project.” *CoRR* abs/1309.0238. <http://arxiv.org/abs/1309.0238>. | ||
|
||
Howard, Jeremy, and Sylvain Gugger. 2020. “Fastai: A Layered API for | ||
Deep Learning.” *Information* 11 (2). | ||
<https://doi.org/10.3390/info11020108>. |