KangOxford/jax-lob

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Jupyter Notebook
Created 11 months ago
Updated 11 months ago

KangOxford/jax-lob

KangOxford

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JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading

AlphaTrade

JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading

Jupyter Notebook

Volume-Forecasting

Time Series Prediction of Volume in LOB

Fourier-Transformer

Transformer and Neural Operator for solving Stochastic PDE

ETF_Trading

Jupyter Notebook

AutoFactor

Factor Mining with Evolution Strategies

CIti-FinBrain

CitiCup-Champion

DensePacker

Reinforcement Learning Implementation

GARCH-Difussion

Option valuation formula for GARCH difussion models

GAIL-Fail

When GAIL Fails. Adversarial Reinforcement Learning

Jupyter Notebook

Policy-Transformer

Transformer in Reinforcement Learning