Pinned Repositories
avellaneda-stoikov
Avellaneda-Stoikov HFT market making algorithm implementation
coorung.github.io
To be or not to be, that is the question
deep-forecast-pytorch
Wind Speed Prediction using LSTMs in PyTorch (https://arxiv.org/pdf/1707.08110.pdf)
Deep-Trading
Algorithmic trading with deep learning experiments
DeepGenMSM
Code for the results of the Paper:
DeepRL
Highly modularized implementation of popular deep RL algorithms in PyTorch
Detectron.pytorch
A pytorch implementation of Detectron. Both training from scratch and inferring directly from pretrained Detectron weights are available.
examples
TensorFlow examples
Finance-World
Optimization techniques on the financial area for the hedging, investment starategies, and risk measures
tdmpc2
Code for "TD-MPC2: Scalable, Robust World Models for Continuous Control"
coorung's Repositories
coorung/Finance-World
Optimization techniques on the financial area for the hedging, investment starategies, and risk measures
coorung/tdmpc2
Code for "TD-MPC2: Scalable, Robust World Models for Continuous Control"
coorung/avellaneda-stoikov
Avellaneda-Stoikov HFT market making algorithm implementation
coorung/coorung.github.io
To be or not to be, that is the question
coorung/DeepGenMSM
Code for the results of the Paper:
coorung/DeepRL
Highly modularized implementation of popular deep RL algorithms in PyTorch
coorung/Detectron.pytorch
A pytorch implementation of Detectron. Both training from scratch and inferring directly from pretrained Detectron weights are available.
coorung/examples
TensorFlow examples
coorung/fetal_app_test
coorung/exchange_calendars
Calendars for various securities exchanges.
coorung/ffjord
code for "FFJORD: Free-form Continuous Dynamics for Scalable Reversible Generative Models".
coorung/Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
coorung/Imagination-Augmented-Agents
Building Agents with Imagination: pytorch step-by-step implementation
coorung/khaiii
Kakao Hangul Analyzer III
coorung/math
The MATH Dataset (NeurIPS 2021)
coorung/model-explorer
A modern model graph visualizer and debugger
coorung/neuralSDE-marketmodel
Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.
coorung/nflows
Normalizing flows in PyTorch
coorung/pyemma_tutorials
How to analyze molecular dynamics data with PyEMMA
coorung/pyllama
LLaMA: Open and Efficient Foundation Language Models
coorung/PyTorch-GAN
PyTorch implementations of Generative Adversarial Networks.
coorung/pytorch-generative-model-collections
Collection of generative models in Pytorch version.
coorung/RL-Adventure-2
PyTorch0.4 implementation of: actor critic / proximal policy optimization / acer / ddpg / twin dueling ddpg / soft actor critic / generative adversarial imitation learning / hindsight experience replay
coorung/Sampling-Methods
coorung/STOM_PUBLIC
coorung/stumpgrinder
Stumpgrinder: Multiagent Market Simulation
coorung/temp
coorung/test
coorung/torchdiffeq
Differentiable ODE solvers with full GPU support and O(1)-memory backpropagation.
coorung/torchsde
Differentiable SDE solvers with GPU support and efficient sensitivity analysis.