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Frank's Projects

acktr icon acktr

A TensorFlow Implementation of "Scalable trust-region method for deep reinforcement learning using Kronecker-factored approximation" by Wu et al.

acktr-1 icon acktr-1

Actor Critic using Kronecker-Factored Trust Region

ai-pump-for-underfloor-heating-systems icon ai-pump-for-underfloor-heating-systems

Deep reinforcement learning algorithms is applied on a pump which control temperature of water floating into the underfloor heating system and controlling open/close valves for circuits depending on the chosen environment.

alphalens icon alphalens

Performance analysis of predictive (alpha) stock factors

auto-gpt icon auto-gpt

An experimental open-source attempt to make GPT-4 fully autonomous.

auto-gpt-sandbox-wizard icon auto-gpt-sandbox-wizard

AutoGPT-easy-install is a bash/powershell script designed for non-experts to easily install and run the AutoGPT application in a Docker container. The script checks if Docker is installed and installs it if necessary. It prompts the user for API keys, workspace folder path, and whether to run AutoGPT in continuous mode

bayesalpha icon bayesalpha

Bayesian models to compute performance and uncertainty of returns and alpha.

coach icon coach

Reinforcement Learning Coach by Intel® AI Lab enables easy experimentation with state of the art Reinforcement Learning algorithms

deep_learning_to_predict_houseload icon deep_learning_to_predict_houseload

Studied the trend of overall load and divided it into three classes, low, high and average efficient labels. Then trained a deep learning model using KerasClassifier and three-layered baseline model with relu and softmax as activation functions to predict the label in Python Jupiter book Built explanatory deep learning model to predict the house heating and cooling load using tensor-flow and keras with 93% accuracy

empyrical icon empyrical

Common financial risk and performance metrics. Used by zipline and pyfolio.

gym-trading icon gym-trading

Environment for reinforcement-learning algorithmic trading models

hvac_rl icon hvac_rl

Reinforcement learning implementation of HVAC controller

lean icon lean

Lean Algorithmic Trading Engine by QuantConnect (C#, Python, F#)

mlfinlab icon mlfinlab

MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

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