c1adrien
Intern focusing on conducting sensitivity analysis of intricate systems while striving to address complex problems through cutting-edge solutions.
QuantLondon
Pinned Repositories
algo-trading-IG-market
An algorithmic trading bot for IG Markets built in Python.
Allocation-actifs
beta-nll
beta-NLL introduced in our paper "On the Pitfalls of Heteroscedastic Uncertainty Estimation with Probabilistic Neural Networks" ICLR 2022
c1adrien
FAIG
Fully Automated IG Trading
Heston-vs-WGAN-GP
The project aims to compare the effectiveness of the Heston model and WGAN-GP in modeling financial time series data.
IOS-app
This is the code I wrote to develop an iOS messaging application.
IOS-Social-media-app
The objective was to establish a connection between Junior entreprise and students.
LSH_for_neural_networks_validation
Using local sensitive hashing to validate generative neural networks - research project
MICE
Mutual Information Copula Estimator - research project
c1adrien's Repositories
c1adrien/c1adrien
c1adrien/Heston-vs-WGAN-GP
The project aims to compare the effectiveness of the Heston model and WGAN-GP in modeling financial time series data.
c1adrien/MICE
Mutual Information Copula Estimator - research project
c1adrien/algo-trading-IG-market
An algorithmic trading bot for IG Markets built in Python.
c1adrien/Allocation-actifs
c1adrien/beta-nll
beta-NLL introduced in our paper "On the Pitfalls of Heteroscedastic Uncertainty Estimation with Probabilistic Neural Networks" ICLR 2022
c1adrien/FAIG
Fully Automated IG Trading
c1adrien/Feed-Forward-neural-network-from-scratch
a feed forward neural network from scratch, using numpy
c1adrien/IOS-app
This is the code I wrote to develop an iOS messaging application.
c1adrien/IOS-Social-media-app
The objective was to establish a connection between Junior entreprise and students.
c1adrien/lightning-hydra-template
PyTorch Lightning + Hydra. A very user-friendly template for ML experimentation. ⚡🔥⚡
c1adrien/LSH_for_neural_networks_validation
Using local sensitive hashing to validate generative neural networks - research project
c1adrien/MarketDataCollector
"MarketDataCollector" is a GitHub repository that provides users with four different methods for retrieving financial time series data.
c1adrien/WGAN_financial_time-series
Thesis project done on Generation Financial Time-Series with GANs. The project was a collaboration between Wholesale Banking Advanced Analytics team with ING and University Maastricht.
c1adrien/lob-deep-learning
Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio (Sangadiev et al., 2020), etc.
c1adrien/Machine-Learning-and-Optimal-Trading
TPs du cours "Machine Learning and Optimal Trading"
c1adrien/pytorch-ts
PyTorch based Probabilistic Time Series forecasting framework based on GluonTS backend
c1adrien/skfolio
Python library for portfolio optimization built on top of scikit-learn
c1adrien/Spoon-Knife
This repo is for demonstration purposes only.
c1adrien/timegrad
c1adrien/timeGradEdited
time series generation
c1adrien/TimeGradUpdated
Version of TimeGrad executable with Python
c1adrien/toy_conditional_diffusion_model
a little toy for conditional diffusion model