ragoragino/ragoragino.github.io

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Created almost 4 years ago
Updated over 1 year ago

ragoragino/ragoragino.github.io

ragoragino

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avellaneda-stoikov

Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008): 217-224.

limit-order-book

Limit order book model with Poissonian order flow.

py-hawkes

Python library with C++ extensions for simulation, compensator, log-likelihood and intensity function computation for a multivariate Hawkes processes.

cpplot

A header-only plotting library in C++ for Windows

reinforcement-learning-sutton

Solutions to selected exercises from the book Sutton, R. S. & Barton, A.: Reinforcement Learning: An Introduction. 2nd Edition (in progress), MIT Press, Cambridge, MA, 2017.

acairo

Async C++ TCP server based on coroutines

DIP

Solutions to selected exercises from Digital Image Processing course from Stanford (EE368/CS232)

weapon

A simple VPN implementation written in Rust - WIP

partitionedhashjoin

Implementation of partitioned hash join with radix clustering.

npmsle

Parallel implementation of a nonparametric simulated Maximum Likelihood Estimation (NPSMLE)