Andreas Theodoulou's repositories
ML_Trading_Strategies
Backtested trading strategies using ML for signals
Market-Risk-Modelling-Thesis
Statistical techniques for Market Risk Modelling (VaR and ES)
Blackrock-Algothon-2019
Trading strategy ideas using Graph Theory, Tensors and Supervised Learning techniques, developed during the Blackrock Algothon 2019
reinforcement_learning_oe
Reinforcement Learning for Optimal Trade Execution
Collab_utils
Repo for collab utils: collab to Github integration, loading/saving files from collab to Google Drive, breakpoints in collab etc
deep-learning-coursera
Deep Learning Specialization by Andrew Ng on Coursera.
Feature-Engineering
A collection of Feature Engineering methods, preparing data for modelling. Data types include Numerical, Categorical, Date Time, Text and missing values.
ml-coursera-python-assignments
Python assignments for the machine learning class by andrew ng on coursera with complete submission for grading capability and re-written instructions.
Neural-Networks-for-Stock-Returns-prediction
Neural Networks for Stock Returns predictions
Reinforcement-learning-in-portfolio-management-
In this paper, we implement three state-of-art continuous reinforcement learning algorithms, Deep Deterministic Policy Gradient (DDPG), Proximal Policy Optimization (PPO) and Policy Gradient (PG)in portfolio management.
Unsupervised-Learning-on-financial-data
Unsupervised Learning techniques (dimensionality reduction and clustering) on loan customer's data