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Patrick O'Brien's Projects

awesome icon awesome

:sunglasses: Curated list of awesome lists

awesome-java icon awesome-java

A curated list of awesome Java frameworks, libraries and software.

awesome-jvm icon awesome-jvm

A curated list of awesome loosely performance related JVM stuff. Inspired by awesome-python.

bayesgan icon bayesgan

Tensorflow code for the Bayesian GAN (https://arxiv.org/abs/1705.09558) (NIPS 2017)

cqf icon cqf

Source code for CQF projects

d3 icon d3

Bring data to life with SVG, Canvas and HTML. :bar_chart::chart_with_upwards_trend::tada:

database icon database

Blazegraph High Performance Graph Database

fms icon fms

FMS, an agent-based Financial Market Simulator

fractalrock icon fractalrock

Generate fractal time series with non-normal returns distribution

hawkes icon hawkes

Python class for generation and parameter estimation of multivariate Hawkes processes

highfrequency icon highfrequency

The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to manage, clean and match highfrequency trades and quotes data. Furthermore, it enables users to: calculate easily various liquidity measures, estimate and forecast volatility, and investigate microstructure noise and intraday periodicity.

hosts icon hosts

Extending and consolidating hosts files from several well-curated sources like adaway.org, mvps.org, malwaredomainlist.com, someonewhocares.org, and potentially others. You can optionally invoke extensions to block additional sites by category. SHALLOW CLONE to avoid cloning too much history.

joptimizer icon joptimizer

Personal fork of Joptimizer project with minor performance enhancements.

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