"A unique problem solving contest where you get to work on real-world problems from different areas of quantitative finance that quants and strats in the different divisions of GS are currently working on" - Goldman Sachs
This repo contains our submissions for the GS Quantify 2016 Contest. We participated and submitted solutions for the CS - Job Scheduler
and ML - Bond Liquidity
problem.
The detailed idea, logic implemented and libraries used is mentioned in the Documentation of the specific problem.