Pinned Repositories
linfa
A Rust machine learning framework.
ndarray
ndarray: an N-dimensional array with array views, multidimensional slicing, and efficient operations
alacritty
A cross-platform, OpenGL terminal emulator.
anomaliesinoptions
In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.
arrayvec
A vector with a fixed capacity. (Rust)
omscs-notes-notes
The raw markdown notes for OMSCS Notes.
probability
Probabilistic reasoning and statistical analysis in TensorFlow
tensorflow
An Open Source Machine Learning Framework for Everyone
stokhos's Repositories
stokhos/omscs-notes-notes
The raw markdown notes for OMSCS Notes.
stokhos/alacritty
A cross-platform, OpenGL terminal emulator.
stokhos/arrayvec
A vector with a fixed capacity. (Rust)
stokhos/blog_os
Writing an OS in Rust
stokhos/bplustree
Concurrent in-memory B+ Tree featuring optimistic lock coupling
stokhos/CLRS
📚 Solutions to Introduction to Algorithms Third Edition
stokhos/CompFinance
Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)
stokhos/continuous-control
Controlling robotic arm in continuous environment using policy-based reinforcement learning
stokhos/cooper-rs
A simple in-process Actor library in Rust
stokhos/cpp-btree
Modern C++ B-tree containers
stokhos/flat_hash_map
A very fast hashtable
stokhos/helix
A post-modern modal text editor.
stokhos/HFT-Orderbook
Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C
stokhos/itch-order-book
Fast implementation of an ITCH order book
stokhos/kakoune
mawww's experiment for a better code editor
stokhos/Large-Scale-Wasserstein-Gradient-Flows
Source code for Large-Scale Wasserstein Gradient Flows (NeurIPS 2021)
stokhos/linked-list-good-taste
Linus Torvalds' linked list argument for good taste, explained
stokhos/lobster
A fast in-memory limit order book (LOB).
stokhos/most
Codes for MO's Trading.
stokhos/mva-drl-project
The aim of this project is to reimplement the algorithm from the paper Continious control with deep reinforcement learning
stokhos/Pair_Trading_with_Box_Tiao_Decomposition
Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading
stokhos/pairs_trading
experiments with pair trading
stokhos/PyGRANSO
PyGRANSO: A PyTorch-enabled port of GRANSO with auto-differentiation
stokhos/qp-trie-rs
An idiomatic and fast QP-trie implementation in pure Rust.
stokhos/Rust
All Algorithms implemented in Rust
stokhos/RustQuant
Rust library for quantitative finance.
stokhos/statarb
stokhos/stokhos
Config files for my GitHub profile.
stokhos/sweep-bptree
A b+ tree, locality aware, so it's faster for ordered access
stokhos/tinyvec
Just, really the littlest Vec you could need. So smol.