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Ali Koné's Projects

pgportfolio icon pgportfolio

PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"(https://arxiv.org/pdf/1706.10059.pdf).

pmrm icon pmrm

Application for Private Markets-Risk Management

pymc3 icon pymc3

Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with Theano

python icon python

All Algorithms implemented in Python

python_option_pricing icon python_option_pricing

An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian, Spread Options

quantitative-notebooks icon quantitative-notebooks

Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy

rasa_nlu icon rasa_nlu

turn natural language into structured data

rtb-papers icon rtb-papers

A collection of research and survey papers of real-time bidding (RTB) based display advertising techniques.

stat-learning icon stat-learning

Notes and exercise attempts for "An Introduction to Statistical Learning"

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