Quant GAN from [Wiese et al., Quant GANs: Deep Generation of Financial Time Series, 2019]
☆27Aug 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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Codes for my thesis project: replicating and modifying quant GANs.☆19Aug 23, 2021Updated 4 years ago
- Implementation of 2019 Quant GANs: Deep Generation of Financial Time Series paper☆33Feb 13, 2024Updated 2 years ago
- code scripts for Tail-GAN: Learning to Simulate Tail Risk Scenarios☆34Oct 15, 2025Updated 8 months ago
- Simulation of Stock Data Using Recurrent GAN☆18Sep 2, 2021Updated 4 years ago
- ☆16Jan 8, 2022Updated 4 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- 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
- Python/Stata Package for Stochastic Dominance Test☆14Jan 26, 2026Updated 4 months ago
- Final project of Topics in Quantitative Finance Summer 2020 in National School of Development, Peking University☆33Jan 2, 2021Updated 5 years ago
- Unofficial PyTorch implementation of FactorVAE☆21Jun 1, 2023Updated 3 years ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆17Dec 26, 2022Updated 3 years ago
- Transformer-based Conditional Generative Adversarial Network for Multivariate Time Series Generation (IWTA - PAKDD2023)☆12May 1, 2023Updated 3 years ago
- A simple trading script that scrapes some data from Yahoo Finance, and then buys some stocks on the e-Toro Broker. I do not know how to t…☆29Sep 11, 2022Updated 3 years ago
- ☆136Jul 16, 2024Updated last year
- Sparse Unmixing Using Unsupervised Convolutional Neural Network☆10Jun 2, 2024Updated 2 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Supporting material for Princeton ORF522☆14Aug 27, 2025Updated 9 months ago
- Calibration and pricing options in Heston model☆14Dec 24, 2017Updated 8 years ago
- pytorch 识别猫狗图片☆13May 21, 2025Updated last year
- Collection of ML scripts for tabular datasets☆14Mar 29, 2023Updated 3 years ago
- K-Means Cluster Location Data and Generate Convex Hulls CSV/Google Maps HTML Script☆21Jun 25, 2013Updated 12 years ago
- Third re-build of STA410 Statistical Computation / STA2102 Computational Techniques in Statistics☆12Apr 3, 2024Updated 2 years ago
- Learning Dynamical Systems that Generalize Across Environments☆20Feb 10, 2022Updated 4 years ago
- ☆44Feb 28, 2021Updated 5 years ago
- Lecture Notes of Course Applied Deep Learning☆10May 17, 2024Updated 2 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆96Jan 11, 2022Updated 4 years ago
- ☆18Feb 16, 2024Updated 2 years ago
- Implmentation of Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context (AAAI24)☆18Feb 16, 2024Updated 2 years 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
- TANet: An Unsupervised Two-Stream Autoencoder Network for Hyperspectral Unmixing☆11Apr 23, 2023Updated 3 years ago
- synthetic data generation of time-series data☆28Feb 8, 2022Updated 4 years ago
- Trading Robot based on LSTM-PPO☆30Dec 27, 2019Updated 6 years ago
- Material for the course CCPS 721 Artificial Intelligence, by Ilkka Kokkarinen☆16Apr 6, 2026Updated 2 months ago
- Reveal the current file in the OS X Finder.☆29Nov 4, 2015Updated 10 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Source codes of F-HMTC (IJCAI'20)☆16Feb 22, 2021Updated 5 years ago
- A curated list of important projects, articles, papers, and other information concerning DeFi analytics.☆14Nov 9, 2020Updated 5 years ago
- Console program based on xchange-stream to subscribe crypto websockets and save order books in a database☆16Sep 22, 2022Updated 3 years ago
- ☆29Feb 20, 2023Updated 3 years ago
- Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈☆17Sep 25, 2021Updated 4 years ago
- An algorithm that intelligently executes a crypto order over time via Coinbase☆13Oct 26, 2021Updated 4 years ago
- ☆17Jun 5, 2024Updated 2 years ago