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Name: Pavel
Type: User
Location: Zurich Area
Name: Pavel
Type: User
Location: Zurich Area
A comprehensive set of fairness metrics for datasets and machine learning models, explanations for these metrics, and algorithms to mitigate bias in datasets and models.
Interpretability and explainability of data and machine learning models
Exploring the Applications of Deep Hedging by Buehler et. al. (Quantitative Finance, 2019).
This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.
Practice of Deep Reinforcement Learning with Keras and gym.
Using GANs for Sharing Networked Time Series Data: Challenges, Initial Promise, and Open Questions, IMC 2020 (Best Paper Finalist)
This notebook presents an example of the equal risk pricing framework with deep hedging from my paper Carbonneau, A. and Godin, F. (2020). Equal Risk Pricing of Derivatives with Deep Hedging.
Extensions for F#
Code for the paper "Hedging with neural networks"
Lean Algorithmic Trading Engine by QuantConnect (C#, Python, F#, VB, Java)
Lean Algorithm Monitor
Market simulator
Systematic Trading in python
QLNet C# library
Python version of Quantiacs toolbox and sample trading strategies
A DQN agent that optimally hedges an options portfolio.
Automatically exported from code.google.com/p/rightedge-oanda-plugin
Market Making via Reinforcement Learning
Python Library for Model Interpretation/Explanations
Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.