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I'm a PhD student in the van der Schaar lab, a world-leading machine learning (ML) research group at the University of Cambridge. My research focuses on Reinforcement Learning (model-free and model-based), Planning, Control, Transformer Architectures, Large Language Models, Generative Models, Time Series Forecasting, Symbolic Regression (discovery), Continuous-time models (ODEs, Laplace transforms), and applications to healthcare and scientific discovery. Here on GitHub you can find research projects as well as open source software developed in my spare time.

Samuel Holt's Projects

qtpylib icon qtpylib

QTPyLib, Pythonic Algorithmic Trading

quantlib-old icon quantlib-old

The QuantLib C++ library and extensions (warning: out of date)

rbbot icon rbbot

Yet another cryptocurrency bot for arbitrage (hence RB) between different exchanges

rbitrage.io icon rbitrage.io

A Node Express app built using the Heroku CLI for monitoring arbitrage opportunities and auto trading within a single crypto currency exchange and between exchanges.

reinforcement-learning icon reinforcement-learning

Implementation of Reinforcement Learning Algorithms. Python, OpenAI Gym, Tensorflow. Exercises and Solutions to accompany Sutton's Book and David Silver's course.

rinjani icon rinjani

Rinjani Bitcoin Arbitrager is a Proof-Of-Concept prototype of an automatic arbitrage trading system.

rtclite icon rtclite

Light weight implementations of real-time communication protocols and applications in Python

scikit-optimize icon scikit-optimize

Sequential model-based optimization with a `scipy.optimize` interface

self-driving-car-engines icon self-driving-car-engines

Gathers signal processing, computer vision, machine learning and deep learning for self-driving car engines.

sentiment-analysis-twitter-streamer icon sentiment-analysis-twitter-streamer

Sentiment Anaylysis of Movie Reviews using Naive Bayesian & AFINN Classifier and streaming Tweets using Nodejs,Express,socket.io in backend,MongoDb as Database,AngularJs in frontend without using third-party module for authorization.

serverless icon serverless

Serverless Framework – Build web, mobile and IoT applications with serverless architectures using AWS Lambda, Azure Functions, Google CloudFunctions & more! –

shih-styletransfer icon shih-styletransfer

[Not my code.]Β Code from Style Transfer for Headshot Portraits (SIGGRAPH 2014)

si-aiep-paper icon si-aiep-paper

Code repository for the paper "Adoption of Machine Learning in Pharmacometrics: An Overview of Recent Implementations and Their Considerations".

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