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reinforcement_learning_oe
The work aims to explore Value based, Deep Reinforcment Learning (Deep Q-Learning and Double Deep Q-Learning) for the problem of Optimal Trade Execution. The problem of Optimal Trade Execution aims to find the the optimal "path" of executing a stock order, or in other words the number of shares to be executed at different steps given a time constraint, such that the price impact from the market is minimised and consequently revenue from executing a stock order maximised.google_trends_consumption_prediction
This work investigates the forecasting relationship between a Google Trends indicator and real private consumption expenditure in the US. The indicator is constructed by applying Kernel Principal Component Analysis to consumption-related Google Trends search categories. The predictive performance of the indicator is evaluated in relation to two conventional survey-based indicators: the Conference Board Consumer Confidence Index and the University of Michigan Consumer Sentiment Index. The findings suggest that in both in-sample and out-of-sample nowcasting estimations the Google indicator performs better than survey-based predictors. The results also demonstrate that the predictive performance of survey-augmented models is no different than the power of a baseline autoregressive model that includes macroeconomic variables as controls. The results demonstrate an enormous potential of Google Trends data as a tool of unmatched value to forecasters of private consumption.fractal_flutter
Fractal is an ML-powered network of interconnected public chats that allows branching of chats into more focused “sub-chats”, thereby overcoming the problem of rapid conversation subject dilution and low engagement. Fractal aims to allow unacquainted individuals to spontaneously find and discuss niche topics of common interest in real-time.random_google_colabs
fractal
PLAsTiCC-Astronomical-Classification-Solution
PLAsTiCC is a large data challenge that attempts to classify astronomical objects by analysing the time series measurements of the ‘light curves’ data (intensity of photon flux) emitted by cosmological objects using six different astronomical passbands . The flux may be decreasing or 1 increasing over time, the pattern of the changes in its brightness acts as a good indicator of the underlying object. Each object in the set of training data belongs to one of the 14 classes, in the test data there is one additional 15th class that is meant to capture “novelties” (objects that are hypothesised to exist).fractal-angular-prod
Fractal is an ML-powered network of interconnected public chats that allows branching of chats into more focused “sub-chats”, thereby overcoming the problem of rapid conversation subject dilution and low engagement. Fractal aims to allow unacquainted individuals to spontaneously find and discuss niche topics of common interest in real-time.Love Open Source and this site? Check out how you can help us