Quant GAN from [Wiese et al., Quant GANs: Deep Generation of Financial Time Series, 2019]
☆25Aug 29, 2021Updated 4 years ago
Alternatives and similar repositories for quantgan
Users that are interested in quantgan are comparing it to the libraries listed below
Sorting:
- Codes for my thesis project: replicating and modifying quant GANs.☆18Aug 23, 2021Updated 4 years ago
- Implementation of 2019 Quant GANs: Deep Generation of Financial Time Series paper☆33Feb 13, 2024Updated 2 years ago
- This notebook presents an example of the equal risk pricing framework with deep hedging from my paper Carbonneau, A. and Godin, F. (2020)…☆15Oct 15, 2021Updated 4 years ago
- PyTorch implementation for OCT-GAN Neural ODE-based Conditional Tabular GANs (WWW 2021)☆15Oct 10, 2022Updated 3 years ago
- ☆17Jan 8, 2022Updated 4 years ago
- code scripts for Tail-GAN: Learning to Simulate Tail Risk Scenarios☆31Oct 15, 2025Updated 4 months ago
- This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.☆33Jul 28, 2020Updated 5 years ago
- ☆11Dec 1, 2023Updated 2 years ago
- Thesis project done on Generation Financial Time-Series with GANs. The project was a collaboration between Wholesale Banking Advanced Ana…☆71Aug 18, 2020Updated 5 years ago
- This repo contains all codes of the articles that I have published on Medium☆10Feb 10, 2021Updated 5 years ago
- ☆11Mar 27, 2024Updated last year
- Financial Modelling and Computation☆11Nov 19, 2017Updated 8 years ago
- Official Implementation of Time Series Generation with Masked Autoencoder (ExtraMAE)☆39May 24, 2022Updated 3 years ago
- Sparse Unmixing Using Unsupervised Convolutional Neural Network☆10Jun 2, 2024Updated last year
- Rensselaer Polytechnic Institute's submission for the 2023 Rotman International Trading Competition☆12Feb 28, 2023Updated 3 years ago
- Third re-build of STA410 Statistical Computation / STA2102 Computational Techniques in Statistics☆12Apr 3, 2024Updated last year
- Calibration and pricing options in Heston model☆14Dec 24, 2017Updated 8 years ago
- COT-GAN: Generating Sequential Data via Causal Optimal Transport☆39Jun 29, 2021Updated 4 years ago
- ☆44Feb 28, 2021Updated 5 years ago
- プログラミング演習1/実践データサイエンス☆11Dec 22, 2025Updated 2 months ago
- Code and Dataset release of "Carpe Diem: On the Evaluation of World Knowledge in Lifelong Language Models" (NAACL 2024)☆10Oct 16, 2024Updated last year
- Awesome cheatsheets for Data Science☆12Sep 16, 2019Updated 6 years ago
- A simple tool to help traders manage risk by calculating the margin requirements and potential profit/loss before opening a trading posit…☆13Mar 25, 2023Updated 2 years ago
- ☆10Apr 7, 2023Updated 2 years ago
- Heuristics for cardinality constrained portfolio optimisation☆12Nov 3, 2018Updated 7 years ago
- MFM workshop project☆14Jan 25, 2021Updated 5 years ago
- Code of "Towards Skilled Population Curriculum for MARL" + Implementation of Curriculum MARL algorithms based on Ray☆13Feb 20, 2023Updated 3 years ago
- Simulation of Stock Data Using Recurrent GAN☆17Sep 2, 2021Updated 4 years ago
- Supporting material for Princeton ORF522☆14Aug 27, 2025Updated 6 months ago
- Formalizing Multimedia Recommendation through Multimodal Deep Learning, accepted in ACM Transactions on Recommender Systems.☆19Jul 2, 2024Updated last year
- calculates standard deviation from OHLCV data☆14Sep 13, 2023Updated 2 years ago
- ☆14Oct 7, 2019Updated 6 years ago
- Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈☆16Sep 25, 2021Updated 4 years ago
- A bot that runs on a amazon webserver and places trades on alpaca based on alert data from tradingview.☆10Sep 25, 2020Updated 5 years ago
- Notebooks for "Python for Signal Processing" book☆11May 11, 2015Updated 10 years ago
- TANet: An Unsupervised Two-Stream Autoencoder Network for Hyperspectral Unmixing☆11Apr 23, 2023Updated 2 years ago
- Practical content from 6.419 - Data Analysis: Statistical Modeling and Computation in Applications course from the MicroMasters in Statis…☆10Mar 30, 2021Updated 4 years ago
- Trading Bot using backtrader.☆14Sep 27, 2018Updated 7 years ago
- MEDDxAgent: A Unified Modular Agent Framework for Explainable Automatic Differential Diagnosis☆14Jun 13, 2025Updated 8 months ago