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
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆83Updated 2 years ago
- ☆131Updated 7 months ago
- This repository contains our solution to the IMC Prosperity Challenge☆47Updated 2 years ago
- High frequency factors based on order and trade data.☆56Updated last year
- The CQF resources and my learning records☆168Updated last year
- CS7641 Team project☆96Updated 5 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆46Updated 3 years ago
- Tracking S&P 500 index with deep learning model☆13Updated 2 years ago
- some interest rate models such as Vasicek and dynamic Nelson-Siegel model☆17Updated 5 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆33Updated 11 months ago
- Stock factor mining with CNN and GRU.☆63Updated 2 years ago
- High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.☆17Updated 2 years ago
- ☆52Updated 8 years ago
- Delta hedging under SABR model☆33Updated last year
- This repository is the result of our work for the course CSCI-SHU 360 Machine Learning☆65Updated 4 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆129Updated 2 years ago
- Application guide for top MFE programs☆81Updated last year
- QuantNet course on C++ programming (completed with Certificate with Distinction)☆71Updated 2 years ago
- Baruch MFE 2019 Spring☆40Updated 5 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆81Updated 3 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆71Updated 5 years ago
- three stochastic volatility model: Heston, SABR, SVI☆90Updated 6 years ago
- Deep Learning Statistical Arbitrage☆238Updated 2 years ago
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…☆120Updated 2 years ago
- Code and data for my blogs☆91Updated 4 years ago
- Backtester for IMC Prosperity 2 algorithms☆61Updated last year
- 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
- ☆24Updated 5 years ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆63Updated 4 years ago