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Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine learning

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FINANCIAL DATA SCIENCE

Designed to support financial data science workflows, the FinDS Python package demonstrates how to use database engines such as SQL, Redis, and MongoDB to manage and access large datasets, including:

  • Core financial databases such as CRSP, Compustat, IBES, and TAQ

  • Public economic data APIs from sources like FRED and the Bureau of Economic Analysis (BEA)

  • Structured and unstructured data from academic and research websites

Its companion Financial Data Science Python Notebooks provides practical examples and templates for applying:

  • Financial econometrics and time series modeling

  • Graph analytics, event studies, and backtesting strategies

  • Machine learning for predictive analytics

  • Natural language processing (NLP) to extract insights from financial text

  • Neural networks and large language models (LLMs) for advanced decision-making

March 2025: Updated with data through early 2025 and incorporated the latest LLMs -- Microsoft Phi-4-multimodal (released Feb 2025), Google Gemma-3-12B (March 2025), DeepSeek-R1-14B (January 2025), Meta Llama-3.1-8B (July 2024), GPT-4o-mini (July 2024).

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https://terence-lim.github.io