Pinned Repositories
basic-deep-learning-with-LSTM
keras, tensorflow
bybit-smm
bybit simple market maker
Decision-Trees-And-Ensemble-Models
To develop a classification algorithm to predict which loans will be ”Fully Paid” and which will be ”Charged Off”
Deep-BSDE-Solver
Solving high-dimensional Partial Differential Equations with Deep Learning
deephedging
Implementation of the vanilla Deep Hedging engine
Gradient-Boosting-for-Price-Prediction
XGBoost
Logistic-Regression-and-Hyperparameter-Tuning
Trend prediction using Logistic Regression
LSTM-SPY
LSTM on SPY Price Prediction
sentiment-analysis
Use Valence Aware Dictionary and Sentiment Reasoner lexicon tool to perform sentiment analysis using Linear Discriminant Analysis.
Simple-Market-Making-Using-Reinforcement-Learning-
An implementation of the basic model described in Chan, Nicholas Tung, and Christian Shelton. "An electronic market-maker." (2001).
alexchsoh's Repositories
alexchsoh/basic-deep-learning-with-LSTM
keras, tensorflow
alexchsoh/bybit-smm
bybit simple market maker
alexchsoh/Decision-Trees-And-Ensemble-Models
To develop a classification algorithm to predict which loans will be ”Fully Paid” and which will be ”Charged Off”
alexchsoh/Deep-BSDE-Solver
Solving high-dimensional Partial Differential Equations with Deep Learning
alexchsoh/deephedging
Implementation of the vanilla Deep Hedging engine
alexchsoh/Gradient-Boosting-for-Price-Prediction
XGBoost
alexchsoh/Logistic-Regression-and-Hyperparameter-Tuning
Trend prediction using Logistic Regression
alexchsoh/LSTM-SPY
LSTM on SPY Price Prediction
alexchsoh/sentiment-analysis
Use Valence Aware Dictionary and Sentiment Reasoner lexicon tool to perform sentiment analysis using Linear Discriminant Analysis.
alexchsoh/Simple-Market-Making-Using-Reinforcement-Learning-
An implementation of the basic model described in Chan, Nicholas Tung, and Christian Shelton. "An electronic market-maker." (2001).
alexchsoh/KMeans-Clustering-SOM-on-Dow-Jones-Stocks
K-Means Clustering & Self Organizing Maps on Dow Jones Stocks
alexchsoh/Machine-Learning-using-Scikit-learn
Linear Regression, Lasso, Ridge & ElasticNet
alexchsoh/microprice
The Microprice: Estimating the fair price, given the state of the order book.
alexchsoh/NN-StochVol-Calibrations
We implement the paper: Deep Learning Volatility
alexchsoh/RL-OpenAI-GYM
RL OpenAI GYM
alexchsoh/Sentiment-prediction-using-Tensorflow
alexchsoh/Simple-RL
Simple Reinforcement Learning
alexchsoh/Supervised-Learning-GridSearch
Select the best model by searching over a range of hyperparameters based on cross validation score using an Exhaustive Search.
alexchsoh/Supervised-Learning-KNN
K-nearest neighbours
alexchsoh/Unsupervised-Learning-Cluster-Analysis
KMeans Clustering