mfrdixon Goto Github PK

alpha-rnn

alpha-RNN

cryptocurrencies

📋 Get a list of all the cryptocurrency symbols and names.

deep-learning-tutorials

deep_fundamental_factors

Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677

dq-mm

Deep Q-Learning for Market Making

g-learning-wealth-management

gp-cva

gpusvcalibration

Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs

ice

ICE method for bias avoiding inference

intel

Example computational finance codes for compilation on the Intel Xeon Phi (KNL and KNC) and Intel Xeon many-core x86 CPU

machinelearningproject

matex

Machine Learning Toolkit for Extreme Scale (MaTEx)

ml_finance_codes

Machine Learning in Finance: From Theory to Practice Book

mlemvd

Maximum likelihood estimators for multi-variate diffusions with an example Heston model calibration

msrnn

Markov Switching RNNs

nns_options

ostsc

Over sampling for time series classification

plant_disease_detection

riskdecomposition

R example code to demonstrate the concept of computing manager component VaR as described in http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2610188