Full-stack high-frequency trading quant
- Chicago, IL, USA
- www.linkedin.com/in/yunjhong-wu
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TensorDecompositions.jl
TensorDecompositions.jl PublicA Julia implementation of tensor decomposition algorithms
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Sticky-HDPHMM-demo
Sticky-HDPHMM-demo PublicSticky hierarchical Dirichlet process hidden Markov model for time series denoising
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matrix-routines
matrix-routines PublicImplementations of matrix factorization/completion (and something related) algorithms
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Double-DQN-Breakout
Double-DQN-Breakout PublicPlaying Breakout with double deep Q network
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