Kevin Darby's repositories
ChakraCore.NET
A dotnet hosting library for chakra (javascript) engine
WorldModels
An implementation of the ideas from this paper https://arxiv.org/pdf/1803.10122.pdf
world-models
Reimplementation of World-Models (Ha and Schmidhuber 2018) in pytorch
longhair
Longhair : O(N^2) Cauchy Reed-Solomon Block Erasure Code for Small Data
shorthair
Shorthair : Generational Block Streaming Erasure Codes
CauchyCaterpillar
Cauchy Caterpillar : O(N^2) Short-Window Streaming Erasure Code
cm256
Fast GF(256) Cauchy MDS Block Erasure Codec in C
variational-autoencoders-tf-eager
Variational autoencoders using Tensorflow's eager API
tensorflow-windows-wheel
Tensorflow prebuilt binary for Windows
FastECC
Reed-Solomon coder computing one million parity blocks at 1 GB/s. O(N*log(N)) algo employing FFT.
PDQutils
:exclamation: This is a read-only mirror of the CRAN R package repository. PDQutils — PDQ Functions via Gram Charlier, Edgeworth, and Cornish Fisher Approximations. Homepage: https://github.com/shabbychef/PDQutils Report bugs for this package: https://github.com/shabbychef/PDQutils/issues
secretshare-cxx
Implementation of Shamir's secret sharing in C++11
gnumeric
notes on building gnumeric on windows
optimal_transaction_execution
This entry contains two topics The first item is entirely based on the following paper: http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2011-056.pdf It contains 2 MATLAB demonstrating script : DATA_preprocessing.m & VAR_modeling_script.m DATA_preprocessing.m uses the LOBSTER framework (https://lobster.wiwi.hu-berlin.de/) to preprocess high frequency data from the NASDAQ Total View ITCH (csv files) allowing us to reconstruct exactly at each time the order book up to ten depths. Just look at the published script ! VAR_modeling_script.m contains the modeling of the whole order book as VEC/VAR process. It uses the great VAR/VEC Joahnsen cointegration framework. After calibrating your VAR model, you then assess the impact of an order using shock scenario (sensitivity analysis) to the VAR process. We deal with 3 scenarii : normal limit order, aggressive limit order & normal market order). Play section by section the script (to open up figures which contain a lot of graphs). It contains a power point to help you present this complex topic. The second item is entirely based on the following paper : http://www.courant.nyu.edu/~almgren/papers/optliq.pdf It contains a mupad document : symbolic_demo.mn I did struggle to get something nice with the symbolic toolbox. I was not able to drive a continuous workflow and had to recode some equations myself. I nevertheless managed to get a closed form solution for the simplified linear cost model. It contains a MATLAB demonstrating script : working_script.m For more sophisticated cost model, there is no more closed form and we there highlighted MATLAB numerical optimization abilities (fmincon). It contains an Optimization Apps you can install. Just launch the optimization with the default parameters. And then switch the slider between volatility risk and liquidation costs to see the trading strategies evolve on the efficient frontier. It contains a power point to help you present this complex topic.
Open-Source-FPGA-Bitcoin-Miner
A completely open source implementation of a Bitcoin Miner for Altera FPGAs. This project hopes to promote the free and open development of FPGA based mining solutions and secure the future of the Bitcoin project as a whole. A binary release is currently available for the Terasic DE2-115 Development Board.