Michael Gant's repositories
statistical-arbitrage
Hogan/Jarrows Test for Statistical Arbitrage - Needs a lot of cleaning up, but core functionality is there
UCT-HPC-Resources
Example scripts and resources for using UCT's High Performance Computing Facility
LatentOrderBookModel.jl
A model of the latent-order book implemented in Julia
ABCDistances.jl
Performs approximate Bayesian computation (ABC) using various distance functions
AdaptiveABC.jl
Approximate Bayesian Computation method from Prangle (2017): Adapting the ABC distance function
ApproxBayes.jl
Approximate Bayesian Computation (ABC) algorithms for likelihood free inference in julia
LunoAPI.jl
Basic Julia API for the Luno Exchange
terraform-plan-summariser
A Python Library created during the Baringa DAA Hackathon 2022 which summarises Terraform Plans. Inspired by tf-summarise, a Go CLI utility which summarise a Terraform plan
attention-ocr
A Tensorflow model for text recognition (CNN + seq2seq with visual attention) available as a Python package and compatible with Google Cloud ML Engine.
AttentionOCR.jl
(WIP) Julia and Flux adaptation of the python package aocr.py https://github.com/emedvedev/attention-ocr using Seq2seq with Attention from https://github.com/merckxiaan/flux-seq2seq
DiffEqDocs.jl
Documentation for the DiffEq ecosystem
flux-seq2seq
A seq2seq nmt model in Julia using Flux
HFT-Assignment-1-Scripts
Assignment 1 scripts for High Frequency Trading Analysis course
HypothesisTests.jl
Hypothesis tests for Julia
indabax-hackathon-2019
Code for our benchmark solution
learning-flux
Recoding examples from flux model zoo and tutorials
Mamba.jl
Markov chain Monte Carlo (MCMC) for Bayesian analysis in julia
model-zoo
Please do not feed the models
SMMWeightMatrix.jl
Weight Matrix functions used in Simulated Method of Moments
TSSM.jl
Time Series Similarity Measures