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Libing Wu's Projects

hft_bitcoin icon hft_bitcoin

Analysis of High Frequency Trading on Bitcoin exchanges

hftbot icon hftbot

Cross Exchange/Hedged market making Trading Bot in C++

hg-means icon hg-means

Source code of HG-means clustering, from "HG-means: A scalable hybrid genetic algorithm for minimum sum-of-squares clustering". (Gribel and Vidal, 2019)

high-frequency icon high-frequency

High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)

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.

highfrequencytradingsvms icon highfrequencytradingsvms

This project implements a high frequency trading strategy that utilizes Support Vector Machines to capture statistical arbitrage in the pricing of Class A and Class C Google stocks.

hikyuu icon hikyuu

Hikyuu Quant Framework 基于C++/Python的开源量化交易研究框架

htsc_stock_rl icon htsc_stock_rl

复现华泰证券《强化学习初探与DQN择时》研报中的DQN模型与效果

hub icon hub

A library for transfer learning by reusing parts of TensorFlow models.

hypergbm icon hypergbm

A full pipeline AutoML tool for tabular data

hyperopt icon hyperopt

Distributed Asynchronous Hyperparameter Optimization in Python

hyperts icon hyperts

A Full-Pipeline Automated Time Series (AutoTS) Analysis Toolkit.

icml2022-fedformer icon icml2022-fedformer

Source code of ICML'22 paper: FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting

imbalanced-semi-self icon imbalanced-semi-self

[NeurIPS 2020] Semi-Supervision (Unlabeled Data) & Self-Supervision Improve Class-Imbalanced / Long-Tailed Learning

improved_deeplob icon improved_deeplob

This repo contains my reimplementation and improvement of DeepLOB model.

inception-v4 icon inception-v4

Inception-v4, Inception - Resnet-v1 and v2 Architectures in Keras

inceptiontime icon inceptiontime

InceptionTime: Finding AlexNet for Time Series Classification

indrnn icon indrnn

TensorFlow implementation of Independently Recurrent Neural Networks

informer2020 icon informer2020

The GitHub repository for the paper "Informer" accepted by AAAI 2021.

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