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@vdutor
vdutor / GPAR.py
Created March 2, 2018 11:26
GPAR-L kernel implementation and test
## Attempt at implementing the Gaussian Process Autoregressive Regression Model (GPAR).
#
# Main reference:
#
# @article{requeima2018gaussian,
# title={The Gaussian Process Autoregressive Regression Model (GPAR)},
# author={Requeima, James and Tebbutt, Will and Bruinsma, Wessel and Turner, Richard E},
# journal={arXiv preprint arXiv:1802.07182},
# year={2018}
# }
@xav-b
xav-b / genetic_function.py
Last active April 10, 2022 03:12
Genetic optimization of a trading strategy for zipline backtester
import time
import random
import math
import numpy as np
import logbook
log = logbook.Logger('Optimization')
from neuronquant.network.transport import ZMQ_Dealer