juBmam / Hangman-NLP-SolverLinks
Solves Hangman using nltk libraries inspired by Trexquant's Hangman Challenge
☆7Updated last year
Alternatives and similar repositories for Hangman-NLP-Solver
Users that are interested in Hangman-NLP-Solver are comparing it to the libraries listed below
Sorting:
- Implemented Hangman challenge using Trexquant API with 55% accuracy☆33Updated 2 years ago
- ☆130Updated 7 months ago
- This repository contains our solution to the IMC Prosperity Challenge☆48Updated 2 years ago
- The CQF resources and my learning records☆165Updated last year
- some interest rate models such as Vasicek and dynamic Nelson-Siegel model☆17Updated 5 years ago
- Application guide for top MFE programs☆79Updated last year
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆82Updated 2 years ago
- CS7641 Team project☆96Updated 5 years ago
- High frequency factors based on order and trade data.☆56Updated last year
- Books for Quant Finance Interviews☆78Updated 9 years ago
- 计算Barra因子及其收益率☆11Updated 3 years ago
- Delta hedging under SABR model☆33Updated last year
- ☆51Updated 8 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 5 years ago
- QuantNet course on C++ programming (completed with Certificate with Distinction)☆67Updated 2 years ago
- Collections of all quant related questions seen. Most with my own solutions. Comments and new ideas are welcome!☆26Updated 2 years ago
- 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。☆127Updated last year
- IMC Prosperity 2023 Code☆8Updated 2 years ago
- Stock factor mining with CNN and GRU.☆63Updated 2 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆46Updated 3 years ago
- CQF☆27Updated 3 years ago
- Signal processing examples in python☆148Updated 5 years ago
- 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☆61Updated last year
- Baruch MFE 2019 Spring☆40Updated 5 years ago
- Package based on the textbooks: Advances in Financial Machine Learning and Machine Learning for Asset Managers, by Marcos Lopez de Prado.☆25Updated 5 years ago
- An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.☆64Updated 7 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆64Updated 4 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆33Updated 10 months ago
- A collection of homeworks of market microstructure models.☆248Updated 7 years ago
- three stochastic volatility model: Heston, SABR, SVI☆90Updated 6 years ago