Pinned Repositories
blueshift-demo-strategies
CS-234
Deep Reinforcement Learning: Implementation of deep RL algorithms including Q-learning and policy gradients using Python 2.7/3.4. These algorithms are then applied and tuned on openAI Gym environments. In addition, a project was completed with the end-game of a fully trained, robust virtual AI racer for the online racing game TORCS.
EliteQuant
A list of online resources for quantitative modeling, trading, portfolio management
ML-Golf
Prophet-Equifax
Built a chatbot on the 2018 Q1 Equifax 10-K report from the SEC
QPLUM
Research and Production code I wrote during my time at Qplum
STATS-240
R Code (Statistical Methods in Finance)
STATS-244
Data, Algorithms, and Optimization in Quant Finance
STATS-305A
Statistical Modeling course focusing on linear regression
STATS-315B
Advanced course in data mining and statistical learning covering support vector machines, decision trees, random forests, neural networks, and ensemble techniques.
sabavenk's Repositories
sabavenk/STATS-244
Data, Algorithms, and Optimization in Quant Finance
sabavenk/STATS-315B
Advanced course in data mining and statistical learning covering support vector machines, decision trees, random forests, neural networks, and ensemble techniques.
sabavenk/STATS-305A
Statistical Modeling course focusing on linear regression
sabavenk/blueshift-demo-strategies
sabavenk/CS-234
Deep Reinforcement Learning: Implementation of deep RL algorithms including Q-learning and policy gradients using Python 2.7/3.4. These algorithms are then applied and tuned on openAI Gym environments. In addition, a project was completed with the end-game of a fully trained, robust virtual AI racer for the online racing game TORCS.
sabavenk/EliteQuant
A list of online resources for quantitative modeling, trading, portfolio management
sabavenk/ML-Golf
sabavenk/Prophet-Equifax
Built a chatbot on the 2018 Q1 Equifax 10-K report from the SEC
sabavenk/QPLUM
Research and Production code I wrote during my time at Qplum
sabavenk/STATS-240
R Code (Statistical Methods in Finance)
sabavenk/STATS-241
Financial risk and econometrics. Surveying different methodologies (VaR,quantile regression, GEV) to model and measure financial risk. Also used non-parametric approaches to fitting yield curves, pricing bond options, and multivariate time series prediction.
sabavenk/STATS-315A
sabavenk/tensorflow-reinforce
Implementations of Reinforcement Learning Models in Tensorflow