ScorpXOY's repositories
LTSF-Linear
This is the official implementation for AAAI-23 Oral paper "Are Transformers Effective for Time Series Forecasting?"
GEKKO
GEKKO Python for Machine Learning and Dynamic Optimization
or-gym
Environments for OR and RL Research
dwave-samplers
Classical algorithms for solving binary quadratic models
Deep-Learning-for-Predicting-Mid-Price-Movement-in-High-Frequency-Trading
Demonstrates the special topic implement on stock prediction
SeaPearl.jl
Julia hybrid constraint programming solver enhanced by a reinforcement learning driven search.
vnn-pytorch-jax
Variational Neural Networks Pytoch and JAX implementations
DIRAC
Deep reinforcement learning for spIn-glass gRound stAte Calculation
awesome-ml4co
Awesome machine learning for combinatorial optimization papers.
mesh-transformer-jax
Model parallel transformers in JAX and Haiku
tensortrade
An open source reinforcement learning framework for training, evaluating, and deploying robust trading agents.
decision-transformer
Official codebase for Decision Transformer: Reinforcement Learning via Sequence Modeling.
ecole
Extensible Combinatorial Optimization Learning Environments
lob-deep-learning
Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio (Sangadiev et al., 2020), etc.
dwave-Simulated-Annealing
An implementation of a simulated annealing sampler for general Ising model graphs in C++ with a dimod Python wrapper.
quantum-docs
Public repo for /azure/quantum documentation. For private repo, see quantum-docs-private (MS FTE only)
scheduling-gflownet
Repository for "Robust Scheduling with GFlowNets".
portfolio-optimization-qts-trend-ratio
This is a project of portfolio optimization using Quantum-inspired Tabu Search and Trend Ratio
QuIPML22
Quantum Integer Programming and Machine Learning Course Website. 18-819F 47-779/785 CMU Fall 2021
GoQEA
Golang implementation of the Quantum Inspired Optimizer
Asset-Portfolio-Management-usingDeep-Reinforcement-Learning-
This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep Reinforcement Learning (DRL). The work presented explores the use of Deep Reinforcement Learning in dynamically allocating assets in a portfolio in order to solve the Tactical Asset Allocation (TAA) problem.
trajectory-transformer
Code for the paper "Offline Reinforcement Learning as One Big Sequence Modeling Problem"
qflow
Quantum Variational Monte Carlo with Neural Networks - Project repository for my master's thesis in computational physics at the University of Oslo
ML-HFT
High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques
ucu-summer-school-2022
Source code for the course "Deep Reinforcement Learning for High-Frequency Trading" held at the Ukrainian Catholic University / Czech Technical University in July 2022.
QuIPML
Quantum Integer Programming and Machine Learning Course Website. 18-819F 47-779/785 CMU Fall 2021
SGX-Full-OrderBook-Tick-Data-Trading-Strategy
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
ColossalAI
Colossal-AI: A Unified Deep Learning System for Big Model Era