Beacon-Platform / trellisLinks
Trellis is a Python framework for research into deep hedging
☆23Updated 4 years ago
Alternatives and similar repositories for trellis
Users that are interested in trellis are comparing it to the libraries listed below
Sorting:
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆51Updated 4 years ago
- ☆10Updated 8 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆57Updated 2 years ago
- Random Forest-based "Correlation" measures☆15Updated 3 years ago
- Code and examples for the project on risk-constrained Kelly gambling☆28Updated 5 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated last year
- Financial Portfolio Optimization Algorithms☆59Updated last year
- Implementation of transfer learning based with autoencoder architecture☆17Updated 5 years ago
- Labels calculation&visualisation - comes with a small BTC/USDT database. Part of my research. Integral part of: https://arxiv.org/abs/201…☆27Updated 3 years ago
- Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.☆76Updated 7 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆43Updated 5 years ago
- Graphical Models in Heavy-Tailed Markets (NeurIPS 2021)☆40Updated 2 years ago
- This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…☆30Updated 3 years ago
- ☆25Updated 2 months ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Updated 8 years ago
- Tutorials about Machine Learning and Deep Learning☆30Updated 7 years ago
- Portfolio optimization with cvxopt☆40Updated last month
- ☆34Updated 2 years ago
- Economic models and things in Pytorch☆21Updated 8 years ago
- Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"☆37Updated 2 years ago
- Hawkes with Latency☆20Updated 5 years ago
- finance☆43Updated 8 years ago
- Event-driven Algorithmic Trading For Python☆26Updated 6 years ago
- Rapid large-scale fractional differencing with NVIDIA RAPIDS and GPU to minimize memory loss while making a time series stationary. 6x-40…☆57Updated 6 years ago
- A Deep Learning Framework for Neural Derivative Hedging☆31Updated 3 years ago
- Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.☆57Updated 3 years ago
- Deep Reinforcement Learning applied to trading☆15Updated 6 years ago
- This project is a Python demonstrator for the stochastic grid bundling method (SGBM) to solve backward stochastic differential equations …☆12Updated 7 years ago
- Talk Materials for "Convex Optimization for Finance"☆30Updated 3 years ago
- ☆14Updated 6 years ago