raktim-roychoudhury Goto Github PK

abs-modelling

Asset Backed Security Modelling and Pricing Using MC Simulations

bbg_capstone

dl_sp500_prediction

Predicting SP500 returns using a Deep Neural Network

monte-carlo

Pricing European Options using Binomial Option Lattice and MC Simulations

multistockrltrading

Trading multiple stocks using custom gym environment and custom neural network with StableBaselines3.

numerical-option-pricer

Modelling a GBM Stock Price and Pricing European Options using Numerical Approximations

option-pricing

European and Perpetual American Option Pricing using OOP and C++

pairs_trading

Pairs Trading using Unsupervised Clustering and Deep Reinforcement Learning

resnet-cnn-cifar10

Designing CNN Architectures for CIFAR-10 Image Data Classification

russell3000analysis

Analyzing The Impact of Quarterly Earnings Report on Stock Prices in Russell 3000 Index

stable-baselines3-contrib

Contrib package for Stable-Baselines3 - Experimental reinforcement learning (RL) code

stochastic_factor_strategy

A stochastic market neutral equity factor trading strategy for stocks in the S&P 500.

twittersentimentanalysis

Comparing encoder (BERT, Word2Vec) and decoder (GRU, LSTM) architectures for sentiment analysis of 300,000 tweets.