Sinbad-The-Sailor

Abacus

Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Dependency is handled with vine copulas.

Financial-Mathematics-Notebooks

Notebooks in financial mathematics. Ranging from risk management to portfolio management and stochastic processes for financial markets.

Ada-Snake

A simple game in Ada.

Bayesian-Methods

Bayesian statistics applied to practical problems. Including single parameter models, Bayesian regression and MCMC methods. Based on labs in Bayesian Statistics at Liu.

AutoPac

RL based PacMan.

Deep-Reinforcement-Stock-Trading

A light-weight deep reinforcement learning framework for portfolio management. This project explores the possibility of applying deep reinforcement learning algorithms to stock trading in a highly modular and scalable framework.

Dynamic-Programming-Notebooks

Machine-Learning-Notebooks

Notebooks in Machine Learning. Including exponential, polynomial, logistic and softmax regression. Time series analysis. Neural Networks.

Non-Linear-Optimization