Projects
ImpCatcher
Source: GitHub
A Dark Chess Engine, created to beat an average 1600 ELO rated player in Imperfect information version of Chess.
LimitOrderbook.jl
Source: GitHubA blazing fast implementation of a limit orderbook with price-time matching engine. Can be used for orderbook reconstruction, LOBSTER, backtesting due to its O(1) insertions, deletions and view of the L2 orderbook level.
Audio-Sample Generator (MAX)
Source: GithubUtilizes a robustly trained WaveGAN to generate audio. This is a model that is wrapped as a service via the Model Asset eXchange design pattern made at IBM CODAIT.