@KangOxford
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KangOxford

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Top repositories

1

AlphaTrade

JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading
Jupyter Notebook
98
star
2

Volume-Forecasting

Time Series Prediction of Volume in LOB
Python
52
star
3

jax-lob

JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading
Jupyter Notebook
15
star
4

Fourier-Transformer

Transformer and Neural Operator for solving Stochastic PDE
Python
10
star
5

ETF_Trading

ETFไบคๆ˜“
Jupyter Notebook
9
star
6

AutoFactor

Factor Mining with Evolution Strategies
7
star
7

CIti-FinBrain

CitiCup-Champion
TypeScript
6
star
8

DensePacker

Reinforcement Learning Implementation
Python
2
star
9

GARCH-Difussion

Option valuation formula for GARCH difussion models
Python
2
star
10

GAIL-Fail

When GAIL Fails. Adversarial Reinforcement Learning
Jupyter Notebook
2
star
11

Policy-Transformer

Transformer in Reinforcement Learning
Python
1
star