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1. GAN_Anomaly_Detection GAN_Anomaly_Detection Public

   Implementation of a Generative Adversarial Network for anomaly detection task in (financial) time series data (work in progress).

   Python 1 1

2. Spoofing_Model Spoofing_Model Public

   Implementation on LOBSTER data of the model proposed by Xuan Tao, Andrew Day, Lan Link and Samuel Drapeau in https://arxiv.org/pdf/2009.14818v2.pdf

   Python 1 1

3. CCM_WilsonCowan CCM_WilsonCowan Public

   Application of CCM algorithm to two Wilson-Cowan coupled oscillators

   Python 1

4. HestonModel HestonModel Public

   Implementation in Python of the Heston Model for pricing options. Not the best or the fastest (or pythonic) of codes, but it works pretty good for the purposes it was thought, i.e. a university exam

   Python 1

5. StatArb_MS StatArb_MS Public

   Repository for my Master thesis project (working on it!)

   Python

6. PortfolioML PortfolioML Public

   PortfolioML is a package that uses different ML algorithms for forecasting the S&P500 returns and create portfolios that can outperform the market

   Python 2