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ericyue / short_term_alpha.ipynb
Created March 29, 2022 01:43 — forked from sebjai/short_term_alpha.ipynb
Market Making in Short-Term Alpha (Chapter 10.4.2 of Algorithmic and High-Frequency Trading by Cartea, Jaimungal, Penalva, published by Cambridge University Press)
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ericyue / tensorboard_logging.py
Created April 12, 2020 03:25 — forked from gyglim/tensorboard_logging.py
Logging to tensorboard without tensorflow operations. Uses manually generated summaries instead of summary ops
"""Simple example on how to log scalars and images to tensorboard without tensor ops.
License: BSD License 2.0
"""
__author__ = "Michael Gygli"
import tensorflow as tf
from StringIO import StringIO
import matplotlib.pyplot as plt
import numpy as np
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ericyue / _feature_hasher.pyx
Created February 15, 2017 06:32 — forked from rafbarr/_feature_hasher.pyx
Very efficient implementation of feature hashing for Python.
# distutils: language=c++
import collections
import operator
from cpython.bytes cimport PyBytes_AS_STRING, PyBytes_GET_SIZE
import cython
import numpy as np
import pandas as pd
from libc.stdint cimport uint8_t, uint32_t
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ericyue / sharded_ps_benchmark.py
Created December 12, 2016 03:13 — forked from yaroslavvb/sharded_ps_benchmark.py
Example of local cluster with multiple workers/training loops sharded parameter server
#!/usr/bin/env python
# Benchmark transferring data.
#
# Take a independent workers communicating with b parameter shards
# Each worker tries to add to variables stored on parameter server as fast as
# possible.
#
# macbook
# ps=1: 1.6 GB/s
# ps=2: 2.6 GB/s
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ericyue / tf_serving.sh
Created December 5, 2016 07:44 — forked from jarutis/tf_serving.sh
Install Tensorflow Serving on Centos 7 (CPU)
sudo su
# Java
yum -y install java-1.8.0-openjdk-devel
# Build Esentials (minimal)
yum -y install gcc gcc-c++ kernel-devel make automake autoconf swig git unzip libtool binutils
# Extra Packages for Enterprise Linux (EPEL) (for pip, zeromq3)
yum -y install epel-release