Kismuz
Applied mathematics and machine learning Research and Software Engineer with focus on deep reinforcement learning and quantitative finance domain.
Moscow
Pinned Repositories
arctic
High performance datastore for time series and tick data
awesome-rl
Reinforcement learning resources curated
backtrader
Python Backtesting library for trading strategies
BEAR
Code for Stabilizing Off-Policy RL via Bootstrapping Error Reduction
btgym
Scalable, event-driven, deep-learning-friendly backtesting library
crypto_spread_test
crypto currency spread trading tests
kolmogorov-zurbenko-filter
Python implementation of the Kolmogorov Zurbenko filter
pythonflow
:snake: Dataflow programming for python.
testrepo
Explorin' git possibilities and things. Learnin' to be nice and social.
tradeflow
Preliminary attempt to model algorithmic trading tasks as directed acyclic graphs
Kismuz's Repositories
Kismuz/btgym
Scalable, event-driven, deep-learning-friendly backtesting library
Kismuz/tradeflow
Preliminary attempt to model algorithmic trading tasks as directed acyclic graphs
Kismuz/arctic
High performance datastore for time series and tick data
Kismuz/Awesome-Quant-Machine-Learning-Trading
Quant/Algorithm trading resources with an emphasis on Machine Learning
Kismuz/BEAR
Code for Stabilizing Off-Policy RL via Bootstrapping Error Reduction
Kismuz/clipper
A low-latency prediction-serving system
Kismuz/ray
A system for parallel and distributed Python that unifies the ML ecosystem.
Kismuz/pythonflow
:snake: Dataflow programming for python.
Kismuz/ARS
An implementation of the Augmented Random Search algorithm
Kismuz/awesome-beam
A curated list of awesome resources for Apache Beam
Kismuz/awesome-pipeline
A curated list of awesome pipeline toolkits inspired by Awesome Sysadmin
Kismuz/awesome-streaming
a curated list of awesome streaming frameworks, applications, etc
Kismuz/awesome_time_series_in_python
This curated list contains python packages for time series analysis
Kismuz/CapsLayer
CapsLayer: An advanced library for capsule theory
Kismuz/cloudml-samples
Cloud ML Engine is now a part of AI Platform
Kismuz/common-workflow-language
Repository for the CWL standards. Use https://www.biostars.org/t/cwl/ for support 😊
Kismuz/courses
Course materials for the Data Science Specialization: https://www.coursera.org/specialization/jhudatascience/1
Kismuz/covid19-tutu
Kismuz/DRL
Deconfounding Reinforcement Learning in Observational Settings
Kismuz/ggbiplot
A biplot based on ggplot2
Kismuz/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.
Kismuz/keras-tcn
Keras Temporal Convolutional Network.
Kismuz/networkx
Official NetworkX source code repository.
Kismuz/Ornstein-Uhlenbeck-Bayesian
Kismuz/Probabilistic-Programming-and-Bayesian-Methods-for-Hackers
aka "Bayesian Methods for Hackers": An introduction to Bayesian methods + probabilistic programming with a computation/understanding-first, mathematics-second point of view. All in pure Python ;)
Kismuz/pyts
A Python package for time series transformation and classification
Kismuz/rlgraph
RLgraph: Modular computation graphs for deep reinforcement learning
Kismuz/sac
Soft Actor-Critic
Kismuz/startbootstrap-grayscale
A multipurpose one page Bootstrap theme created by Start Bootstrap
Kismuz/zguide
Learning and Using ØMQ