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
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆77Updated 3 years ago
- A Python implementation of a Hybrid LSTM-GARCH model for volatility forecasting☆35Updated 2 years ago
- CS7641 Team project☆95Updated 4 years ago
- QuantNet course on C++ programming (completed with Certificate with Distinction)☆67Updated 2 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…☆34Updated 5 years ago
- Let's play Hangman! Now you are the one who give word for AI to guess!☆26Updated 5 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆65Updated 10 months ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆164Updated 5 years ago
- Implemented the paper Kinlaw, W., Kritzman, M., & Turkington, D. (2019). Crowded trades: Implications for sector rotation and factor timi…☆21Updated 4 years ago
- ☆101Updated 3 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆44Updated 2 years ago
- ☆61Updated 2 years ago
- Semi-automatic analysis of a financial series using Python.☆13Updated 3 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆119Updated 5 years ago
- SVI volatility surface model and an example of China 50ETF option☆72Updated 5 years ago
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆26Updated last year
- ☆50Updated 7 years ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- ☆75Updated last year
- This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.☆50Updated 6 years ago
- Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio retur…☆30Updated 4 years ago
- Code and data for my blogs☆92Updated 4 years ago
- The implementation of "modeling financial time-series with generative adversarial networks"☆62Updated 2 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆36Updated last year
- Machine learning models to predict realtime financial market data provided by Jane Street☆49Updated 3 years ago
- ☆72Updated 3 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"☆113Updated last year
- Baruch MFE 2019 Spring☆40Updated 5 years ago