Implementation of "A deep solver for BSDEs with jumps"
☆17Nov 14, 2024Updated last year
Alternatives and similar repositories for DeepBsdeSolverWithJumps
Users that are interested in DeepBsdeSolverWithJumps are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆12Dec 21, 2022Updated 3 years ago
- Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization☆18Sep 22, 2024Updated last year
- Deep BSDE solver in Pytorch☆14Nov 12, 2024Updated last year
- Implementation of the Deep xVA Solver of Gnoatto, Picarelli and Reisinger (2020) https://arxiv.org/abs/2005.02633☆19Aug 6, 2020Updated 5 years ago
- Survey of neural network methods for derivatives pricing and risks☆14Jul 5, 2022Updated 3 years ago
- Python code for solving partial differential equations (PDEs) using deep learning. Specifically, we provide implementations for solving t…☆27Jun 14, 2024Updated last year
- Special-purpose numerical integrators for spacecraft attitude dynamics☆14Feb 4, 2016Updated 10 years ago
- Deep multistep methods to solve BSDEs of first and second order for the approximation of PDE solutions☆21May 29, 2020Updated 5 years ago
- ☆15Nov 22, 2022Updated 3 years ago
- ☆24Sep 19, 2021Updated 4 years ago
- Replication codes for Deep Learning Credit Risk Modeling by Manzo, Qiao☆21May 9, 2022Updated 3 years ago
- Deep BSDE solver in TensorFlow☆292Apr 18, 2025Updated 11 months ago
- ☆11Feb 7, 2021Updated 5 years ago
- Julia package for scenario generation for stochastic programs with tail risk measure☆11Nov 16, 2022Updated 3 years ago
- ☆15Oct 7, 2019Updated 6 years ago
- Compile Markdown files to beautiful PDF documents by pandoc and tectonic.☆11Feb 9, 2026Updated last month
- Scenarios generator considering space and time dependency. Includes conditional quantile regressions and copula approach.☆13Jun 16, 2016Updated 9 years ago
- Just-in-time compilation for stochastic differential equations☆14Oct 21, 2025Updated 5 months ago
- Methods and experiments for assumed density SDE approximations☆12Jan 26, 2022Updated 4 years ago
- Scenario generation methods for stochastic optimization (two-stage stochastic programming) in Java☆13Nov 6, 2022Updated 3 years ago
- 🐮首创性地运用Transformer+XDEEPFM预测中国A股单只股票每天的涨跌幅！☆15Mar 29, 2021Updated 4 years ago
- In this repository, I place my solution for the exercises in multiple famous math textbooks, including Stochastic Differential Equation, …☆14Nov 13, 2023Updated 2 years ago
- ☆14Mar 1, 2024Updated 2 years ago
- Fit stochastic differential equation models with time-varying parameters☆15Jan 21, 2026Updated 2 months ago
- ☆11Oct 11, 2022Updated 3 years ago
- Python library that simplifies running Pandoc☆11May 23, 2023Updated 2 years ago
- PhD thesis template with title page according to the University of Amsterdam.☆15Sep 12, 2021Updated 4 years ago
- Personal dotfiles☆12Nov 26, 2025Updated 3 months ago
- Code for paper "Lie Group Forced Variational Integrator Networks for Learning and Control of Robot Systems"☆29Apr 19, 2023Updated 2 years ago
- This repository introduces Partial Differential Equation Solver using neural network that can learn resolution-invariant solution operato…☆17Nov 23, 2021Updated 4 years ago
- This project pulls electricity price data from the EIA API, and then performs time series analysis on it, including time series decomposi…☆14Jul 19, 2019Updated 6 years ago
- Some codes used for the numerical examples proposed in https://arxiv.org/abs/1812.05916☆14Sep 6, 2019Updated 6 years ago
- Python code to perform risk-sensitive Reinforcement Learning with dynamic convex risk measures☆23Feb 21, 2024Updated 2 years ago
- With real market data using Black Scholes and Brentq☆27Mar 31, 2020Updated 5 years ago
- energy management codes developed in the past☆20Sep 26, 2021Updated 4 years ago
- A high-performance, open-source, header-only C++(>=11) library for pricing derivatives.☆67Mar 10, 2023Updated 3 years ago
- MIGSAA Project 2 - Langevin Monte Carlo Algorithms☆15Jul 25, 2023Updated 2 years ago
- An R package for symbolic and numerical computations on scalar and multivariate systems of stochastic differential equations (SDEs). It p…☆14Mar 5, 2024Updated 2 years ago
- Adaptive MCMC and CMA-ES Python code☆14Sep 19, 2019Updated 6 years ago