YAPhoa / HangmanKerasLinks
Simple AI Agent Trained to play Hangman
☆11Updated 5 years ago
Alternatives and similar repositories for HangmanKeras
Users that are interested in HangmanKeras are comparing it to the libraries listed below
Sorting:
- Implemented Hangman challenge using Trexquant API with 55% accuracy☆33Updated 2 years ago
- Let's play Hangman! Now you are the one who give word for AI to guess!☆26Updated 5 years ago
- Modeling the S&P500 index as a hidden markov model for regime identification and creating a trading algorithm to capitalize on hidden sta…☆35Updated 5 years ago
- Use different orders of N-gram model to play Hangman game.☆16Updated 4 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆78Updated 3 years ago
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Updated 2 months ago
- This trading strategy deploy the copula model to define the divergence of two correlated asset. The backtesting system is built on backtr…☆22Updated 3 years ago
- Options Pricing using Finite Difference Methods☆14Updated 8 years ago
- Deep Neural Networks for Options Pricing (Python)☆47Updated 6 years ago
- Baruch MFE program quant lab☆27Updated 7 years ago
- Semi-automatic analysis of a financial series using Python.☆13Updated 3 years ago
- SVI volatility surface model and an example of China 50ETF option☆75Updated 5 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆24Updated 2 years ago
- Stock factor mining with CNN and GRU.☆60Updated 2 years ago
- Fitting Volatility using SSVI with quotient phi, but by slice fitting fashion☆16Updated last year
- ☆51Updated 8 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆45Updated 3 years ago
- Calibration and Simulation Engine for Local Volatility Models☆11Updated 3 years ago
- detecting regime of financial market☆37Updated 2 years ago
- ARIMA & GARCH models for stock price prediction☆18Updated 4 years ago
- Solves Hangman using nltk libraries inspired by Trexquant's Hangman Challenge☆7Updated last year
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆26Updated last year
- Baruch MFE MTH9894☆13Updated 8 years ago
- A RNN-based solver for the popular word game☆13Updated last year
- ADI Finite Difference schemes for option pricing using the Heston model☆18Updated 7 years ago
- This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.☆50Updated 6 years ago
- hanman solver program for job interview☆40Updated 12 years ago
- CS7641 Team project☆95Updated 4 years ago
- ☆22Updated last year
- Python code for rolling Value at Risk(VaR) of fiancial assets and some of economic time series, based on the procedure proposed by Hull &…☆13Updated 3 years ago