Pinned Repositories
AlphaGoDemo
An independent, student-led replication of DeepMind's 2016 Nature publication, "Mastering the game of Go with deep neural networks and tree search" (Nature 529, 484-489, 28 Jan 2016), details of which can be found on their website https://deepmind.com/publications.html.
alphalens
Performance analysis of predictive (alpha) stock factors
awesome-systematic-trading
A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.
baselines-rudder
RUDDER for ATARI games with delayed rewards in OpenAI Baselines package
GEP
GRF_MAPPO
IE
IE
optuna
A hyperparameter optimization framework
ray
An open source framework that provides a simple, universal API for building distributed applications. Ray is packaged with RLlib, a scalable reinforcement learning library, and Tune, a scalable hyperparameter tuning library.
RL_MarketMaker
Market Making via Reinforcement Learning
ZGHAP's Repositories
ZGHAP/GRF_MAPPO
ZGHAP/optuna
A hyperparameter optimization framework
ZGHAP/ray
An open source framework that provides a simple, universal API for building distributed applications. Ray is packaged with RLlib, a scalable reinforcement learning library, and Tune, a scalable hyperparameter tuning library.
ZGHAP/alphalens
Performance analysis of predictive (alpha) stock factors
ZGHAP/awesome-systematic-trading
A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.
ZGHAP/bayesian-torch
Bayesian-Torch is a library of neural network layers and utilities extending the core of PyTorch to enable the user to perform stochastic variational inference in Bayesian deep neural networks
ZGHAP/GEP
ZGHAP/blitz-bayesian-deep-learning
A simple and extensible library to create Bayesian Neural Network layers on PyTorch.
ZGHAP/ChatGPT
Reverse engineered ChatGPT API
ZGHAP/ColossalAI
Making big AI models cheaper, easier, and more scalable
ZGHAP/concurrentqueue
A fast multi-producer, multi-consumer lock-free concurrent queue for C++11
ZGHAP/crypto-rl
Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent
ZGHAP/Deep-reinforcement-learning-with-pytorch
PyTorch implementation of DQN, AC, ACER, A2C, A3C, PG, DDPG, TRPO, PPO, SAC, TD3 and ....
ZGHAP/DRL-code-pytorch
Concise pytorch implements of DRL algorithms, including REINFORCE, A2C, DQN, PPO(discrete and continuous), DDPG, TD3, SAC.
ZGHAP/empyrical
Common financial risk and performance metrics. Used by zipline and pyfolio.
ZGHAP/HJB_NN
A framework for designing optimal feedback controllers using physics-driven machine learning.
ZGHAP/LFTPool
Lock-Free Thread Pool
ZGHAP/Offline-Pre-trained-Multi-Agent-Decision-Transformer
ZGHAP/PDEsByNNs
This repository contains a number of Jupyter Notebooks illustrating different approaches to solve partial differential equations by means of neural networks using TensorFlow.
ZGHAP/PPO-PyTorch
Minimal implementation of clipped objective Proximal Policy Optimization (PPO) in PyTorch
ZGHAP/pydens
PyDEns is a framework for solving Ordinary and Partial Differential Equations (ODEs & PDEs) using neural networks
ZGHAP/pymc3
Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with Aesara
ZGHAP/PyTorch-BayesianCNN
Bayesian Convolutional Neural Network with Variational Inference based on Bayes by Backprop in PyTorch.
ZGHAP/pytorch-rdpg
PyTorch Implementation of the RDPG (Recurrent Deterministic Policy Gradient)
ZGHAP/QuantTrading_XGboost
Firstly, multiple effective factors are discovered through IC value, IR value, and correlation analysis and back-testing. Then, XGBoost classification model is adopted to predict whether the stock is profitable in the next month, and the positions are adjusted monthly. The idea of mean-variance analysis is adopted for risk control, and the volatility of the statistical benchmark index (HS300 Index) is used as a threshold for risk control. Back-testing results: the annual return rate is 11.54%, and the maximum drawdown is 17.91%.
ZGHAP/quickfix
QuickFIX C++ Fix Engine Library
ZGHAP/RLTrader
A cryptocurrency trading environment using deep reinforcement learning and OpenAI's gym
ZGHAP/SAC_X_Sample
Implementation of "Learning by Playing – Solving Sparse Reward Tasks from Scratch"
ZGHAP/sos4hjb
Approximate solution of the Hamilton-Jacobi-Bellman equations using Sums-of-Squares optimization.
ZGHAP/tuning_playbook
A playbook for systematically maximizing the performance of deep learning models.