Pinned Repositories
academy
Ray tutorials from Anyscale
agentBasedSimulation
alphagen
Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.
applied-ml
📚 Papers & tech blogs by companies sharing their work on data science & machine learning in production.
Auto-PyTorch
Automatic architecture search and hyperparameter optimization for PyTorch
autogluon
AutoGluon: AutoML for Image, Text, and Tabular Data
ebooks
Online store for quant finance books
Reinforcement-learning-in-portfolio-management-
In this paper, we implement three state-of-art continuous reinforcement learning algorithms, Deep Deterministic Policy Gradient (DDPG), Proximal Policy Optimization (PPO) and Policy Gradient (PG)in portfolio management.
TabTransformerTF
TensorFlow implementation of TabTransformer
QuantHao's Repositories
QuantHao/TabTransformerTF
TensorFlow implementation of TabTransformer
QuantHao/alphagen
Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.
QuantHao/applied-ml
📚 Papers & tech blogs by companies sharing their work on data science & machine learning in production.
QuantHao/Auto-PyTorch
Automatic architecture search and hyperparameter optimization for PyTorch
QuantHao/autogluon
AutoGluon: AutoML for Image, Text, and Tabular Data
QuantHao/BristolStockExchange
BSE is a simple minimal simulation of a limit order book financial exchange
QuantHao/coder2gwy
互联网首份程序员考公指南，由3位已经进入体制内的前大厂程序员联合献上。
QuantHao/CrossSection
Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"
QuantHao/deep-learning-with-python-notebooks
Jupyter notebooks for the code samples of the book "Deep Learning with Python"
QuantHao/exchange-core
Ultra-fast matching engine written in Java based on LMAX Disruptor, Eclipse Collections, Real Logic Agrona, OpenHFT, LZ4 Java, and Adaptive Radix Trees.
QuantHao/fullstackpython.com
Full Stack Python source with Pelican, Bootstrap and Markdown.
QuantHao/ipca
Instrumented Principal Components Analysis
QuantHao/liquibook
Modern C++ order matching engine
QuantHao/modern-cpp-tutorial
📚 Modern C++ Tutorial: C++11/14/17/20 On the Fly | https://changkun.de/modern-cpp/
QuantHao/numpy-ml
Machine learning, in numpy
QuantHao/orderbook
Matching Engine for Limit Order Book in Golang
QuantHao/pdf
📚 计算机经典编程书籍、大黑书、编程电子书、电子书、编程书籍，包括计算机基础、C/C++、Java、Python、面试题、架构设计、算法系列等经典电子书。
QuantHao/pyod
A Comprehensive and Scalable Python Library for Outlier Detection (Anomaly Detection)
QuantHao/qrm
qrm
QuantHao/Reinforcement-Learning-2nd-Edition-by-Sutton-Exercise-Solutions
Solutions of Reinforcement Learning, An Introduction
QuantHao/reinforcement-learning-an-introduction
Python Implementation of Reinforcement Learning: An Introduction
QuantHao/rtdl
Research on Tabular Deep Learning (Python package & papers)
QuantHao/seaborn
Statistical data visualization in Python
QuantHao/tabnet
PyTorch implementation of TabNet paper : https://arxiv.org/pdf/1908.07442.pdf
QuantHao/tensorflow-tabnet
Improved TabNet for TensorFlow
QuantHao/TensorLayer
Deep Learning and Reinforcement Learning Library for Scientists and Engineers
QuantHao/The-Kaggle-Book
Code Repository for The Kaggle Book, Published by Packt Publishing
QuantHao/transformers
🤗 Transformers: State-of-the-art Machine Learning for Pytorch, TensorFlow, and JAX.
QuantHao/tspiral
A python package for time series forecasting with scikit-learn estimators.
QuantHao/udlbook
Understanding Deep Learning - Simon J.D. Prince