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Kelly Goosen (@KellyGoosen1)

KellyGoosen1

Stars
9
Global Rank 1,033,199 (Top 36 %)
Followers 4
Registered over 5 years ago
Most used languages

Python
50.0 %

Jupyter Notebook
50.0 %
Location 🇬🇧 United Kingdom
Country Total Rank 35,812
Country Ranking

Jupyter Notebook
4,680

Python
7,562

hft-abm-smc-abc

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

ABC_ABM_HFT

Calibrating an Agent Based Model for High Frequency Trading using Approximate Bayesian Computation

Jupyter Notebook