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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

exmatrix icon exmatrix

Elixir library implementing a parallel matrix multiplication algorithm and other utilities for working with matrices. Used for benchmarking computationally intensive concurrent code.

exstagram icon exstagram

Instagram client library for Elixir/Phoenix apps

finmarketpy icon finmarketpy

Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)

flask_jsondash icon flask_jsondash

:snake: :bar_chart: :chart_with_upwards_trend: Build complex dashboards without any front-end code. Use your own endpoints. JSON config only. Ready to go.

flow icon flow

Orderbook data collection in Elixir

fm icon fm

financial mathematics for elixir

forex-backtesting icon forex-backtesting

Node.js-based framework for backtesting Forex trading strategies. See "cuda" branch for C++/CUDA version.

forex.analytics icon forex.analytics

Node.js native library performing technical analysis over an OHLC dataset with use of genetic algorithm

forex_algotrading icon forex_algotrading

My Forex algotrading platform in Python - based on my posts at http://jon.io

freqtrade icon freqtrade

Simple High Frequency Trading Bot for crypto currencies

freqtrade-data icon freqtrade-data

Development and Training data for https://github.com/gcarq/freqtrade/

fxex icon fxex

Get some FX rates using Elixir

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