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  • Department of Statistics, Oxford
  • Oxford

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  1. AlphaTrade AlphaTrade Public

    JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading

    Jupyter Notebook 107 19

  2. Volume-Forecasting Volume-Forecasting Public

    Time Series Prediction of Volume in LOB

    Python 55 10

  3. jax-lob jax-lob Public

    JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading

    Jupyter Notebook 21 3

  4. Fourier-Transformer Fourier-Transformer Public

    Transformer and Neural Operator for solving Stochastic PDE

    Python 10 1

  5. CIti-FinBrain CIti-FinBrain Public

    CitiCup-Champion

    TypeScript 7 3

  6. AutoFactor AutoFactor Public

    Factor Mining with Evolution Strategies

    7