vodickapeter Goto Github PK
Name: Peter Vodicka
Type: User
Location: London
Peter Vodicka's Projects
deep-hedging
long-term-real-dynamic-investment-planning-ime
IME-published article on Long-term Real Dynamic Investment Planning. While we enhance predictability of the real returns of S&P500 Index, we derive optimal non-myopic investment strategy, and we compare its performance with near-optimal Dynamic and Constant Merton investment strategies.
looper
A resource list for causality in statistics, data science and physics
lovely-tensors
Tensors, ready for human consumption
openai-cookbook
Examples and guides for using the OpenAI API
polars
Fast multi-threaded, hybrid-streaming DataFrame library in Rust | Python | Node.js
quantlib
The QuantLib C++ library
riskfolio-lib
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
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