☆30Aug 5, 2023Updated 2 years ago
Alternatives and similar repositories for Sig-Wasserstein-GANs
Users that are interested in Sig-Wasserstein-GANs are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆135Jul 16, 2024Updated last year
- Implementation of the [Hierarchical (Sig-Wasserstein) GAN] algorithm for large dimensional Time Series Generation: https://doi.org/10.390…☆17Nov 28, 2022Updated 3 years ago
- Code for the NeurIPS 2021 paper "Higher Order Kernel Mean Embeddings to Capture Filtrations of Stochastic Processes".☆10Oct 27, 2021Updated 4 years ago
- Codes for my thesis project: replicating and modifying quant GANs.☆18Aug 23, 2021Updated 4 years ago
- Robust deep hedging and Non-linear generalized affine processes☆13Mar 7, 2025Updated last year
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Implementation of 2019 Quant GANs: Deep Generation of Financial Time Series paper☆33Feb 13, 2024Updated 2 years ago
- esig python package☆52Dec 17, 2024Updated last year
- ☆10Oct 11, 2022Updated 3 years ago
- Repository attached to the paper with the same name.☆21Jun 15, 2021Updated 4 years ago
- Code in support of the paper Continuous Mixtures of Tractable Probabilistic Models☆12Oct 12, 2024Updated last year
- Iterated integral signature calculations☆119Feb 16, 2026Updated 2 months ago
- Code accompanying the paper "Non-adversarial training of Neural SDEs with signature kernel scores".☆22Sep 8, 2024Updated last year
- Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization☆18Sep 22, 2024Updated last year
- Material for the practical of the DS3 course on "Representing and comparing probabilities with kernels"☆26Feb 5, 2019Updated 7 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- A scikit-learn compatible Python package for GPU-accelerated computation of the signature kernel using CuPy.☆51Jun 6, 2025Updated 11 months ago
- Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.☆12Sep 29, 2017Updated 8 years ago
- Deep Optimal Stopping Project☆16Jun 8, 2019Updated 6 years ago
- ☆40Jun 19, 2023Updated 2 years ago
- Code for the paper "Hedging with linear regressions and neural networks"☆40May 14, 2021Updated 4 years ago
- This repository contains a backend service for fetching VIX index futures data using the vix_index_futures.py library. The app.py script …☆13Mar 19, 2023Updated 3 years ago
- Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances☆50May 23, 2023Updated 2 years ago
- Code for "Deep Signature Transforms" (NeurIPS 2019)☆98Jul 25, 2024Updated last year
- This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.☆34Jul 28, 2020Updated 5 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Research repo for reinforcement learning–based deep hedging of SPX & SPY options☆20Dec 8, 2025Updated 5 months ago
- Implementation of the Deep xVA Solver of Gnoatto, Picarelli and Reisinger (2020) https://arxiv.org/abs/2005.02633☆19Aug 6, 2020Updated 5 years ago
- Equity return and characteristics of China A-Share market☆30Dec 21, 2023Updated 2 years ago
- Q-quant和因子投资实证汇总☆24Jul 5, 2021Updated 4 years ago
- COMP760 Lecture Notes☆33Jan 13, 2023Updated 3 years ago
- Differentiable computations for the signature-PDE-kernel on CPU and GPU.☆61Nov 4, 2025Updated 6 months ago
- A Brief Introduction to Path Signatures for Machine Learning Practitioners☆58Jul 6, 2021Updated 4 years ago
- Code for the paper Volatility is (mostly) path-dependent☆76Mar 22, 2024Updated 2 years ago
- Foundations and Applications☆101Jun 16, 2020Updated 5 years ago
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- Variational Attention for Sequence to Sequence Models☆20Mar 2, 2018Updated 8 years ago
- Tutorials for the Machine Learning for Time Series class - Master MVA (2021/2022)☆10Mar 3, 2022Updated 4 years ago
- Hedging unsing Deep Reinforcement Learning and Deep Learning☆27Mar 29, 2021Updated 5 years ago
- SurvivalGAN: Generating Time-to-Event Data for Survival Analysis☆28Feb 27, 2023Updated 3 years ago
- This repo contains lecture notes and HW for Baruch MTH9875 Volatility Surface☆26Dec 9, 2017Updated 8 years ago
- Continuous-Time Modeling of Counterfactual Outcomes Using Neural Controlled Differential Equations (ICML 2022)☆27Jun 9, 2022Updated 3 years ago
- The pricing models and neural network representations used in part one of the paper "Empirical analysis of rough and classical stochastic…☆64Feb 21, 2026Updated 2 months ago