Andy TwiggLearning to trade market microstructure with RLWe show how one can learn an end-to-end strategy for trading using deep reinforcement learning, level 3 data and limit orders.Mar 1, 20183Mar 1, 20183
Andy TwiggFeaturestream.io - Random forests++(Code for the system described here: https://github.com/featurestream/featurestream-core)Oct 10, 2017Oct 10, 2017
Andy TwiggUncertainty in deep neural networksTwo major criticisms of deep learning, and strong supervised techniques in general (eg random forests) are the following:Oct 4, 2017Oct 4, 2017
Andy TwiggBuilding a deep learning machineI recently decided to stop using AWS and build my own machine for deep learning work (edit: I actually did this several months ago but only…Oct 4, 20171Oct 4, 20171