Pinned Repositories
13F-Rebalancing-Portfolio
Using SEC 13F Filings to Rebalance Portfolio
Blockchain-Managed-Social-Distancing-Detector
Tracking crowd social distancing with computer vision managed through a securely-stored blockchain system.
COVID-XAI
Implementation of explainability algorithms (layer-wise relevance propagation, local interpretable model-agnostic explanations, gradient-weighted class activation mapping) on computer vision architectures to identify and explain regions of COVID 19 pneumonia in chest X-ray and CT scans.
DeepMAB
MAB and linear/non-linear Contextual MAB algorithms
Economy-Visualization
GAN-Based-Market-Simulation
Using GANs to generate synthetic stock price and market data.
Macroeconomic-Default-Analysis
Reassessment of P2P Credit Risk Modeling with Macroeconomic Factors
Modifying-Shiller-CAPE-Ratio
Modifying the Shiller CAPE Ratio to adjust for changing economic conditions.
snapboost
Heterogeneous Newton Boosting Machine using decision trees and kernel ridges as learners.
Thesis
Samson's MIT Master's Degree Thesis: "Multi-Agent Deep Reinforcement Learning and GAN-Based Market Simulation for Derivatives Pricing and Dynamic Hedging".
samsonq's Repositories
samsonq/Modifying-Shiller-CAPE-Ratio
Modifying the Shiller CAPE Ratio to adjust for changing economic conditions.
samsonq/13F-Rebalancing-Portfolio
Using SEC 13F Filings to Rebalance Portfolio
samsonq/VaRGAN
Building Value at Risk (VaR) models using GAN-based simulations of stock price paths
samsonq/2023QuantInternships
Public quant internship repository, maintained by NUFT but available for everyone.
samsonq/abides-1
samsonq/Auto-GPT
An experimental open-source attempt to make GPT-4 fully autonomous.
samsonq/best-execution
Application of reinforcement learning to the development of execution algorithms in the field of finance. These algorithms break CARE orders into CHILD orders and exectute them in the market.
samsonq/ChaosGPT
the autonomous implementation of ChatGPT is being touted as "empowering GPT
samsonq/ChatGPT-Applications
Applications of ChatGPT and Future of AI
samsonq/client_python
A python library to send data to Arize AI!
samsonq/cookiecutter-data-science
A logical, reasonably standardized, but flexible project structure for doing and sharing data science work.
samsonq/DALL-E
PyTorch package for the discrete VAE used for DALL·E.
samsonq/deephedging
Implementation of the vanilla Deep Hedging engine
samsonq/DragGAN
Code for DragGAN (SIGGRAPH 2023)
samsonq/Evaluating-the-Random-Walk-Hypothesis-with-Adversarial-Networks
Using adversarial networks to evaluate the random walk hypothesis for stock price modeling. Instead of using a generator agent, we simulate stock prices according to the random walk model and GBM.
samsonq/faceswap
Deepfakes Software For All
samsonq/fingan
The implementation of "modeling financial time-series with generative adversarial networks"
samsonq/Fractalshades
Arbitrary-precision fractal explorer - Python package
samsonq/irl-imitation
Implementation of Inverse Reinforcement Learning (IRL) algorithms in python/Tensorflow. Deep MaxEnt, MaxEnt, LPIRL
samsonq/MIT-Diploma
samsonq/MLFlow-Classification
Model Hyperparameter Tuning w/ MLFlow
samsonq/PyRecognizer
"A neural network to rule them all, a neural network to find them, a neural network to bring them all and verify if is you !!" (Face recognition tool)
samsonq/python-sdk
Best in class web3 SDK for Python 3.7+
samsonq/Resume
LaTeX Resume
samsonq/RL
samsonq/stat-arb-bybit
Up-to-date code for Stat Arb bybit
samsonq/the-algorithm-ml
Source code for Twitter's Recommendation Algorithm
samsonq/TimeGAN
Codebase for Time-series Generative Adversarial Networks (TimeGAN) - NeurIPS 2019
samsonq/UsTaxes
Tax filing web application
samsonq/xAI-CAAE
Pytorch Implementation of the Explainable Conditional Adversarial Autoencoder using Saliency Maps and SHAP