U. Jang's repositories
Finance-World
Optimization techniques on the financial area for the hedging, investment starategies, and risk measures
avellaneda-stoikov
Avellaneda-Stoikov HFT market making algorithm implementation
coorung.github.io
To be or not to be, that is the question
DeepGenMSM
Code for the results of the Paper:
Detectron.pytorch
A pytorch implementation of Detectron. Both training from scratch and inferring directly from pretrained Detectron weights are available.
examples
TensorFlow examples
exchange_calendars
Calendars for various securities exchanges.
Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
Imagination-Augmented-Agents
Building Agents with Imagination: pytorch step-by-step implementation
neuralSDE-marketmodel
Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.
nflows
Normalizing flows in PyTorch
pyemma_tutorials
How to analyze molecular dynamics data with PyEMMA
pyllama
LLaMA: Open and Efficient Foundation Language Models
PyTorch-GAN
PyTorch implementations of Generative Adversarial Networks.
pytorch-generative-model-collections
Collection of generative models in Pytorch version.
RL-Adventure-2
PyTorch0.4 implementation of: actor critic / proximal policy optimization / acer / ddpg / twin dueling ddpg / soft actor critic / generative adversarial imitation learning / hindsight experience replay
rl-portfolio-management
Attempting to replicate "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem" https://arxiv.org/abs/1706.10059 (and an openai gym environment)
stumpgrinder
Stumpgrinder: Multiagent Market Simulation
torchdiffeq
Differentiable ODE solvers with full GPU support and O(1)-memory backpropagation.