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++Alongside deep learning, Random forests are one of the workhorses of modern-day data science. They are popular because they are often easy…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