ZavierYang / N-gram-model-for-Hangman-game
Use different orders of N-gram model to play Hangman game.
☆16Updated 3 years ago
Alternatives and similar repositories for N-gram-model-for-Hangman-game:
Users that are interested in N-gram-model-for-Hangman-game are comparing it to the libraries listed below
- ☆15Updated 5 years ago
- This repository is the result of our work for the course CSCI-SHU 360 Machine Learning☆56Updated 4 years ago
- Collections of all quant related questions seen. Most with my own solutions. Comments and new ideas are welcome!☆26Updated last year
- Implemented Hangman challenge using Trexquant API with 55% accuracy☆27Updated 2 years ago
- Preparation material and resources for the ML (including DL) and Quant Research interviews☆115Updated 4 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆24Updated last year
- hanman solver program for job interview☆41Updated 12 years ago
- This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep …☆74Updated 2 years ago
- CQF☆19Updated 2 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆72Updated 3 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆41Updated 2 years ago
- three stochastic volatility model: Heston, SABR, SVI☆83Updated 5 years ago
- baruch mfe mth9814 financial instruments☆12Updated 6 years ago
- Certified in Quantitative Finance (CQF) program lead by CQF Institute & Fitch Learning.☆16Updated last year
- Jane Street quant interview/test☆99Updated 7 years ago
- Baruch MFE program quant lab☆24Updated 6 years ago
- A Python implementation of a Hybrid LSTM-GARCH model for volatility forecasting☆27Updated 2 years ago
- By combining GARCH(1,1) and LSTM model implementing predictions.☆56Updated 6 years ago
- This repository stores several Jupyter Notebooks that were developed while studying for the Certificate in Quantitative Finance.☆48Updated last year
- Question bank for ML/Quant Interviews☆47Updated 2 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆63Updated 7 years ago
- Simple AI Agent Trained to play Hangman☆11Updated 5 years ago
- Use the Finite Difference method to price European, American and Bermudan options.☆21Updated 4 years ago
- ☆138Updated last year
- Let's play Hangman! Now you are the one who give word for AI to guess!☆24Updated 5 years ago
- We implement the paper: Deep Learning Volatility☆181Updated 4 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆81Updated 3 years ago
- Deep Neural Networks for Options Pricing (Python)☆43Updated 6 years ago
- 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
- European and Forward-start option pricing and implied volatility in the Heston and rough Heston model☆21Updated 4 years ago