SigCGANs / Sig-Wasserstein-GANs
☆26Updated last year
Alternatives and similar repositories for Sig-Wasserstein-GANs:
Users that are interested in Sig-Wasserstein-GANs are comparing it to the libraries listed below
- Robust pricing and hedging via Neural SDEs☆31Updated 3 years ago
- Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization☆13Updated 5 months ago
- Deep Optimal Stopping Project☆16Updated 5 years ago
- Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.☆49Updated 2 years ago
- Codes for my thesis project: replicating and modifying quant GANs.☆17Updated 3 years ago
- Implementation of 2019 Quant GANs: Deep Generation of Financial Time Series paper☆29Updated last year
- code for "Neural Jump Ordinary Differential Equations"☆29Updated 2 years ago
- A Brief Introduction to Path Signatures for Machine Learning Practitioners☆48Updated 3 years ago
- Example applications of path signatures☆38Updated 3 weeks ago
- Market simulator☆59Updated 4 years ago
- Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances☆46Updated last year
- Thesis project done on Generation Financial Time-Series with GANs. The project was a collaboration between Wholesale Banking Advanced Ana…☆68Updated 4 years ago
- ☆13Updated 2 years ago
- esig python package☆47Updated 3 months ago
- PyTorch code of "Modeling Continuous Stochastic Processes with Dynamic Normalizing Flows" (NeurIPS 2020)☆48Updated 4 years ago
- Pipeline for Time Series Generation with Comprehensive Evaluation Metrics☆40Updated 2 months ago
- Deep Learning methods to solve path-dependent PDEs / to price path-dependent derivatives like exotic options☆33Updated 3 years ago
- ☆17Updated 3 years ago
- Code accompanying the paper "Non-adversarial training of Neural SDEs with signature kernel scores".☆18Updated 6 months ago
- Official Implementation of Stop-loss adjusted labels for machine learning-based trading of risky assets☆18Updated last year
- Code for: "A Generalised Signature Method for Time Series"☆62Updated last year
- We implement RSQE and HQE simulation schemes from the paper Efficient simulation of affine forward volatility models.☆14Updated 2 years ago
- Quant GAN from [Wiese et al., Quant GANs: Deep Generation of Financial Time Series, 2019]☆20Updated 3 years ago
- Repository attached to the paper with the same name.☆21Updated 3 years ago
- This repository contains code for the paper: S Bergsma, T Zeyl, JR Anaraki, L Guo, C2FAR: Coarse-to-Fine Autoregressive Networks for Prec…☆12Updated last year
- ☆17Updated 3 years ago
- ☆15Updated last year
- Repository for the paper "BONE: a unifying framework for Bayesian online learning in non-stationary environments"☆16Updated 3 months ago
- Generative Adversarial Network to create synthetic time series☆23Updated 4 years ago
- ☆63Updated last month