jjjerome Goto Github PK
Name: Joseph Jerome
Type: User
Bio: A quant researcher working at the intersection of machine learning and high-frequency finance.
Twitter: rl4mm
Name: Joseph Jerome
Type: User
Bio: A quant researcher working at the intersection of machine learning and high-frequency finance.
Twitter: rl4mm
ABIDES: Agent-Based Interactive Discrete Event Simulation
A beautiful, simple, clean, and responsive Jekyll theme for academics
Phd repo
Hands-on Deep Reinforcement Learning, published by Packt
The official Python client library for Glassnode's API – https://docs.glassnode.com
A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.
Introduction to Data Science in Python / Jupyter
Lab Materials for MIT 6.S191: Introduction to Deep Learning
A web page for Joseph Jerome
Chapter by Chapter notes, exercises and code for a variety of machine learning books using Python
Documenting my python implementation of Andrew Ng's Machine Learning course
Code and resources for Machine Learning for Algorithmic Trading, 2nd edition.
mbt_gym is a module which provides a suite of gym environments for training reinforcement learning (RL) agents to solve model-based high-frequency trading problems such as market-making and optimal execution. The module is set up in an extensible way to allow the combination of different aspects of different models. It supports highly efficient implementations of vectorized environments to allow faster training of RL agents.
Machine Learning in Finance: From Theory to Practice Book
State of the art methods with Tensorflow workshop at ODSC 2020
aka "Bayesian Methods for Hackers": An introduction to Bayesian methods + probabilistic programming with a computation/understanding-first, mathematics-second point of view. All in pure Python ;)
Python for Finance Cookbook, published by Packt
Implementation of Reinforcement Learning Algorithms. Python, OpenAI Gym, Tensorflow. Exercises and Solutions to accompany Sutton's Book and David Silver's course.
A repository for simulating limit order book dynamics from historical data and using it to train a reinforcement learning agent to make markets.
Generate realizations of stochastic processes in python.
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.