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conditional-sig-wasserstein-gans

cpm_agent_based_sim

Control + Bellman equation to find arbitrage strategies in Constant Product Market with constant fees

deep-pde-solvers

Unbiased Deep Learning based Solvers for parametric PDEs

deep-ppde

Deep Learning methods to solve path-dependent PDEs / to price path-dependent derivatives like exotic options

deepfiltering

deeplearning-control

Neural ODEs and torchdiffeq to solve control problems such as LQR

deeplearning-stochasticcontrol

Bellman Equation, Pontryagin Maximum Principle, and Deep Learning to solve stochastic control problems

leveraged-trading-lending-platforms-app

mlmc-mimc-sgd

Stochastic MCMC methods for Bayesian regression with variance reduction (MLMC with antithetic samples, MIMC with antithetic samples, control variate using MAP estimate) using Pytorch

morpho-blue-oracles

Morpho Blue Oracles

msabvid.github.io

Github Pages template for academic personal websites, forked from mmistakes/minimal-mistakes

poesia-visual

Poesia visual - Neural transfer

rl-algorithms

rl_nsde

robust_nsde

Robust pricing and hedging via Neural SDEs

secret-santa

Pygame for Secret Santa Dec-2017

sigfiltering

Sampling from the solution of the Zakai equation, using the Signature and Conditional Wasserstein GANs

solar-panels-detection

Detection and location of Solar Panels in aerial images using U-Net

weights_quartet_methods

zygote.jl

21st century AD