GantZA

MSc Student at UCT. Living in London, United Kingdom

Pinned Repositories

ABCDistances.jl
Performs approximate Bayesian computation (ABC) using various distance functions
Language:Julia00
AdaptiveABC.jl
Approximate Bayesian Computation method from Prangle (2017): Adapting the ABC distance function
Language:Julia01
ApproxBayes.jl
Approximate Bayesian Computation (ABC) algorithms for likelihood free inference in julia
Language:Julia00
LatentOrderBookModel.jl
A model of the latent-order book implemented in Julia
Language:Julia12
LunoAPI.jl
Basic Julia API for the Luno Exchange
Language:Julia00
SequentialLOB.jl
Language:Julia13
statistical-arbitrage
Hogan/Jarrows Test for Statistical Arbitrage - Needs a lot of cleaning up, but core functionality is there
Language:Julia30
StylizedFacts.jl
Language:Julia01
terraform-plan-summariser
A Python Library created during the Baringa DAA Hackathon 2022 which summarises Terraform Plans. Inspired by tf-summarise, a Go CLI utility which summarise a Terraform plan
Language:Python00
UCT-HPC-Resources
Example scripts and resources for using UCT's High Performance Computing Facility
Language:Julia2 3 01

GantZA's Repositories

GantZA/statistical-arbitrage
Hogan/Jarrows Test for Statistical Arbitrage - Needs a lot of cleaning up, but core functionality is there
Language:Julia30
GantZA/UCT-HPC-Resources
Example scripts and resources for using UCT's High Performance Computing Facility
Language:Julia2 3 01
GantZA/LatentOrderBookModel.jl
A model of the latent-order book implemented in Julia
Language:Julia12
GantZA/SequentialLOB.jl
Language:Julia13
GantZA/ABCDistances.jl
Performs approximate Bayesian computation (ABC) using various distance functions
Language:Julia00
GantZA/AdaptiveABC.jl
Approximate Bayesian Computation method from Prangle (2017): Adapting the ABC distance function
Language:Julia01
GantZA/ApproxBayes.jl
Approximate Bayesian Computation (ABC) algorithms for likelihood free inference in julia
Language:Julia00
GantZA/LunoAPI.jl
Basic Julia API for the Luno Exchange
Language:Julia00
GantZA/StylizedFacts.jl
Language:Julia01
GantZA/terraform-plan-summariser
A Python Library created during the Baringa DAA Hackathon 2022 which summarises Terraform Plans. Inspired by tf-summarise, a Go CLI utility which summarise a Terraform plan
Language:Python00
GantZA/attention-ocr
A Tensorflow model for text recognition (CNN + seq2seq with visual attention) available as a Python package and compatible with Google Cloud ML Engine.
Language:Python
GantZA/AttentionOCR.jl
(WIP) Julia and Flux adaptation of the python package aocr.py https://github.com/emedvedev/attention-ocr using Seq2seq with Attention from https://github.com/merckxiaan/flux-seq2seq
Language:Julia1
GantZA/CALOBMTMD
Language:Julia1
GantZA/DiffEqDocs.jl
Documentation for the DiffEq ecosystem
Language:Julia
GantZA/expert-longshort
Language:Julia
GantZA/flux-seq2seq
A seq2seq nmt model in Julia using Flux
Language:Jupyter Notebook
GantZA/HFT-Assignment-1-Scripts
Assignment 1 scripts for High Frequency Trading Analysis course
Language:Julia
GantZA/HypothesisTests.jl
Hypothesis tests for Julia
Language:Julia1
GantZA/indabax-hackathon-2019
Code for our benchmark solution
GantZA/learning-flux
Recoding examples from flux model zoo and tutorials
Language:Julia
GantZA/Mamba.jl
Markov chain Monte Carlo (MCMC) for Bayesian analysis in julia
GantZA/model-zoo
Please do not feed the models
Language:Julia
GantZA/MV_Assignment-2
GantZA/Packet-Sniffing
Language:Python1 0
GantZA/scapy
Scapy: the Python-based interactive packet manipulation program & library. Supports Python 2 & Python 3.
Language:Python1 0
GantZA/SMM.jl
Basic Simulated Method of Moments in Julia (WIP)
Language:Julia2 0
GantZA/SMMWeightMatrix.jl
Weight Matrix functions used in Simulated Method of Moments
Language:Julia
GantZA/TelegramAPI.jl
Language:Julia
GantZA/TSSM.jl
Time Series Similarity Measures
Language:Julia1