KellyGoosen1/hft-abm-smc-abc KellyGoosen1/hft-abm-smc-abc

  • Stars
    star
    8
  • Rank 2,096,934 (Top 42 %)
  • Language
    Python
  • Created over 4 years ago
  • Updated about 4 years ago
Twitter logo Share LinkedIn logo Share Facebook logo Share
KellyGoosen1/hft-abm-smc-abc
github

KellyGoosen1

Reviews

There are no reviews yet. Be the first to send feedback to the community and the maintainers!

Repository Details

Project to calibrate high Frequency Trading Data to an Agent Based Model using Sequential Monte Carlo Approximate Bayesian Computation.

More Repositories

1

ABC_ABM_HFT

Calibrating an Agent Based Model for High Frequency Trading using Approximate Bayesian Computation
Jupyter Notebook
1
star