thesis-computational-artificial-market
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| thesis-computational-artificial-market | compendium | |
|---|---|---|
| 2 | 4 | |
| 8 | 189 | |
| - | - | |
| 0.0 | 3.1 | |
| over 2 years ago | 9 months ago | |
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| MIT License | The Unlicense |
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thesis-computational-artificial-market
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MSc Thesis (that a School of CS will acccept) Finance and Machine Learning ideas other than predicting stocks/portfolio selection
I wrote it with Julia. I made an initial prototype with Python but it got ugly and decided to try Julia which turned out to be fantastic. I published the code to Github if you want to see/use it yourself. You also find the link to the thesis there if you want to read it (forgive me the grammar errors and the incoherent language, I did not like writing the stuff).
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Simulating the limit order book
Not sure if helpful but I did my master's thesis about how to build a computational artificial market (in Julia which is rather an easy language to read) and published the source code: https://github.com/Miksus/thesis-computational-artificial-market
compendium
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