haibolii

Kalman-and-Bayesian-Filters-in-Python

Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.

deep_portfolio

BayesianRNN

Code for the paper "A Theoretically Grounded Application of Dropout in Recurrent Neural Networks"

Deep-Reinforcement-Learning-in-Stock-Trading

Using deep actor-critic model to learn best strategies in pair trading

gp-demo-js

Gaussian process regression demo in Javascript