Adrien Cortes's Projects
An algorithmic trading bot for IG Markets built in Python.
beta-NLL introduced in our paper "On the Pitfalls of Heteroscedastic Uncertainty Estimation with Probabilistic Neural Networks" ICLR 2022
Fully Automated IG Trading
a feed forward neural network from scratch, using numpy
Acceleration of factor analysis techniques through statistical learning methods and application to a GSE
The project aims to compare the effectiveness of the Heston model and WGAN-GP in modeling financial time series data.
This is the code I wrote to develop an iOS messaging application.
The objective was to establish a connection between Junior entreprise and students.
PyTorch Lightning + Hydra. A very user-friendly template for ML experimentation. ⚡🔥⚡
Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio (Sangadiev et al., 2020), etc.
Using local sensitive hashing to validate generative neural networks - research project
TPs du cours "Machine Learning and Optimal Trading"
"MarketDataCollector" is a GitHub repository that provides users with four different methods for retrieving financial time series data.
Mutual Information Copula Estimator - research project
PyTorch based Probabilistic Time Series forecasting framework based on GluonTS backend
Python library for portfolio optimization built on top of scikit-learn
This repo is for demonstration purposes only.
time series generation
Version of TimeGrad executable with Python
a little toy for conditional diffusion model
Thesis project done on Generation Financial Time-Series with GANs. The project was a collaboration between Wholesale Banking Advanced Analytics team with ING and University Maastricht.