Mikhail Goykhman's repositories
Stock_exchange
Stock exchange facilitating trading of one kind of stock by maintaining order book and operating matching engine. Matching engine interfaces with the records of market participants kept in the client book, and updates their portfolios accordingly to the filled orders.
Stock_market
Another implementation of stock matching engine which uses binary heaps to store prices in bid/ask order books, and balances the orders recursively.
Counterfactual_regret_minimization_for_poker
CFR algorithm optimizing strategies in simplified poker
Generate_poker_hands_ranks
Generates a file which lists all the five-card poker hands sorted in decreasing strength
BondPriceCalculator
Fast calculator of simple and callable bonds prices
Genetic_algorithms
Comments on applications of genetic algorithms and evolutionary selection to optimization problems
Hidden_Markov_models
Rendition of a well known techniques: forward/backward, Baum-Welch, and Viterbi algorithms. Tested on a simulated random Hidden Markov processes.
Simple_Bayesian_update
Simple Bayesian update of the coin toss probabilities.
Fat_tails_parameter_estimation
How to choose well-defined observables when dealing with fat-tailed probability distributions
Hawk_Dove_Game
Simulation of convergence to Evolutionary Stable Strategy (ESS) in the Hawk/Dove game.
Mathematics_of_electoral_college
Mathematical description of electoral college voting process and its comparison with the popular / majority voting system
Probability_and_quantum_mechanics
Some basic remarks about the probability theory and quantum mechanics.
Random_market
Examples of a simulated trading activity.
Blackjack_evolution
Evolutionary programming approach to the problem of blackjack basic strategy optimization
Fast_poker_hand_evaluator
Fast poker hands evaluator
Nodejs_MySQL_promise_wrapper
A simple promise wrapper for mysql node package
NvestoAlgo
Package for algorithmic trading at Nvesto Stock Exchange trading platform
Recurrent_Neural_Network
A simple implementation of RNN.
Visual_poker_classifier
Visual poker hands classifier, which uses naive sequential search for possible poker hands in descending order.