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ABIDES: Agent-Based Interactive Discrete Event Simulation
Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.
A Natural Language Inference (NLI) model based on BERT
The unofficial Python client for the Coinbase Pro API
Material for Antoine Savine's Computational Finance Lectures at Copenhagen University & Kings College London
Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent
Cryptocurrency Exchange Feed Handler with synthetic NBBO
stores market data from cryptofeed to kdb+
A storage engine for cryptocurrency data
Project for xcs224u
Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.
Implementation of the vanilla Deep Hedging engine
This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", published in IEEE Transactions on Singal Processing. We use FI-2010 dataset and present how model architecture is constructed here. The FI-2010 is publicly avilable and interested readers can check out their paper.
Differential machine learning in Keras / Tensorflow 2
Build a Jekyll blog in minutes, without touching the command line.
Neural network local volatility with dupire formula
Limit Order Book for high-frequency trading (HFT) strategies using data science approaches
A high-performance algorithmic trading platform and event-driven backtester
We implement the paper: Deep Learning Volatility
Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Difference' (2021) by Huge and Savine, and cover implementation details left out from the papers.
Repository with code and data associated with the paper: P2P Loan acceptance and default prediction with Artificial Intelligence
Codes for my thesis project: replicating and modifying quant GANs.
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.