Alternatives and similar repositories for Hangman-Challenge:

Users that are interested in Hangman-Challenge are comparing it to the libraries listed below

• prempotabatti49 / trexquantHangmanChallenge
  Hangman challenge by trexquant is a challenge to predict word, letter by letter.
  ☆8Updated last year
• jeremy-feng / high-frequency-factors
  High frequency factors based on order and trade data.
  ☆48Updated last year
• cole-brown / hangman
  hanman solver program for job interview
  ☆41Updated 12 years ago
• jglazar / notes
  ☆100Updated 4 months ago
• CUHK-SZ-quant / Awesome-MFE
  Application guide for top MFE programs
  ☆77Updated last year
• Aditya-dom / trexquant_Hangman
  Using Multiple approaches of Machine Learning model is 60% accurate
  ☆18Updated 2 months ago
• crazywiden / Hangman_AI_solver
  Let's play Hangman! Now you are the one who give word for AI to guess!
  ☆26Updated 5 years ago
• RichardS0268 / Autoencoder-Asset-Pricing-Models
  Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)
  ☆86Updated 9 months ago
• Tingqin-D / basic_codes_for_quant
  ☆58Updated last year
• beratkirik / CPP-Programming-for-Financial-Engineering
  QuantNet course on C++ programming (completed with Certificate with Distinction)
  ☆59Updated 2 years ago
• RichardS0268 / CNN-for-Trading
  Reimplementation of Paper: (Re-)Imag(in)ing Price Trends
  ☆59Updated 8 months ago
• UePG-21 / gpquant
  Mining technical factors based on symbolic regression via genetic algorithm
  ☆177Updated last year
• KaiZheng2020 / CQF
  CQF
  ☆24Updated 2 years ago
• jeremy-feng / AlphaNet
  Stock factor mining with CNN and GRU.
  ☆52Updated 2 years ago
• wjsbjl / use-gplearn-to-generate-CTA-factor
  本文通过gplearn模型，结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统，主要针对股指期货操作。
  ☆121Updated last year
• ChunhanLi / 9th-kaggle-optiver-trading-close
  ☆56Updated last year
• dkl0707 / factor_backtest
  因子回测框架
  ☆110Updated last year
• gregzanotti / dlsa-public
  Deep Learning Statistical Arbitrage
  ☆225Updated 2 years ago
• yudai-il / High-Frequency
  High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)
  ☆100Updated 11 months ago
• tlemenestrel / LSTM_GARCH
  A Python implementation of a Hybrid LSTM-GARCH model for volatility forecasting
  ☆32Updated 2 years ago
• hansihuang2016 / Barra-Multiple-factor-risk-model
  Barra-Multiple-factor-risk-model
  ☆139Updated 8 years ago
• mmssss / hft-market-making
  Implementation of HFT backtesting simulator and Stoikov strategy
  ☆114Updated last year
• xialijun0801 / qfin
  Books for Quant Finance Interviews
  ☆74Updated 9 years ago
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆63Updated 7 years ago
• cuicanyeah / Alpha-Generation
  ☆27Updated last year
• syesww / Single_Factor_Research
  我自己的单因子研究框架
  ☆24Updated last year
• SohamDutta2002 / Finance
  Study resources for quantitative finance
  ☆128Updated 3 years ago
• AlfredCYL / gplearn_cross_factor
  Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …
  ☆33Updated 8 months ago
• ACEACEjasonhuang / gplearnplus
  升级后的gplearn， 支持包含时序和截面参数的自定义函数，例如均线
  ☆59Updated last year
• Robin-Guilliou / Option-Pricing
  Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…
  ☆75Updated 3 years ago