Pinned Repositories
AAU2015
Course material for spatstat workshop at Aalborg University
algorithms
Algorithms & Data structures in C++.
allocator
A set of memory allocators for use with the C++ Standard Template Library
arpm
awesome-courses
:books: List of awesome university courses for learning Computer Science!
BaselTools
A framework for estimating Basel IV capital requirements.
Bivariate-Copula-Simulation
blockchain-electricity-markets
Collection of Jupyter notebooks demonstrating how blockchain technologies could be used to improve the design of electricity markets.
C-Data-Structures-and-Algorithms
C++ Data Structures and Algorithms
CDS
A package that provides tools for pricing credit default swaps (CDS).
chekaru's Repositories
chekaru/algorithms
Algorithms & Data structures in C++.
chekaru/C-Data-Structures-and-Algorithms
C++ Data Structures and Algorithms
chekaru/CPP-Data-Structures-and-Algorithms
C++ Data Structures and Algorithms, published by Packt
chekaru/CreditDefaultSwapPricer
Credit Default Swap Pricer
chekaru/Current
C++ framework for realtime machine learning.
chekaru/deep_reinforcement_learning
Reinforcement Learning Algorithms
chekaru/dr_strangetemplate
A guide for the rest of us on using C++ templates.
chekaru/dx
DX Analytics
chekaru/Engine
Open Source Risk Engine
chekaru/findatapy
Python library to download market data via Bloomberg, Quandl, Yahoo etc.
chekaru/finmarketpy
Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)
chekaru/finmath-lib
Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
chekaru/FPBHCPLEX.jl
A Feasibility Pump based Heuristic for Multi-objective Mixed Integer Linear Programming using CPLEX
chekaru/Hawkes-Process-Toolkit
A toolbox of Hawkes processes
chekaru/HFT-Orderbook
Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C
chekaru/homework2-MDPs
The homework for Cutting-Edge of Deep Learning, aka CEDL, from NTHU
chekaru/interview-preparation
Preparation for interview.
chekaru/Jdmbs
Jdmbs: An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies
chekaru/Kalman
Some Python Implementations of the Kalman Filter
chekaru/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.
chekaru/MDP-1
A Markov Decision Process Algorithms Implementation
chekaru/memory
STL compatible C++ memory allocator library using a new RawAllocator concept that is similar to an Allocator but easier to use and write.
chekaru/ModernesCppSource
chekaru/Mosek.jl
Interface to the Mosek solver in Julia
chekaru/pyziabm
Zero Intelligence Agent-Based Model of Modern Limit Order Book
chekaru/QuantLib
The QuantLib C++ library
chekaru/tech-interview-handbook
💯 Algorithms study materials, behavioral content and tips for rocking your coding interview
chekaru/TensorFlow-Examples
TensorFlow Tutorial and Examples for Beginners with Latest APIs
chekaru/Tutorials
A collection of tutorials for the MOSEK package
chekaru/zipline
Zipline, a Pythonic Algorithmic Trading Library