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Haoyu Wang's Projects

alphagen icon alphagen

Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.

bht-arima icon bht-arima

Code for paper: Block Hankel Tensor ARIMA for Multiple Short Time Series Forecasting (AAAI-20)

crypto-rl icon crypto-rl

Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent

deeprl icon deeprl

Modularized Implementation of Deep RL Algorithms in PyTorch

ipca icon ipca

Instrumented Principal Components Analysis

ising2d icon ising2d

Monte Carlo Simulation of the Ising Model in 2D

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