This repository implements Jiequn Han's DeepBSDE solver in PyTorch, restructured for use as an installable Python package or a git submodule. Extensive comments and docstrings have been added to enhance readability and understanding of the implementation.
☆17Mar 15, 2025Updated last year
Alternatives and similar repositories for TorchBSDE-Package
Users that are interested in TorchBSDE-Package are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Deep Neural Network Framework Based on Backward Stochastic Differential Equations for Pricing and Hedging American Options in High Dimens…☆21Nov 12, 2020Updated 5 years ago
- Scientific Machine Learning for Option Pricing☆35Jan 11, 2024Updated 2 years ago
- Solves the tridiagonal linear system Ax = d for x using the tridiagonal matrix algorithm (i.e. the Thomas algorithm).☆13Oct 23, 2022Updated 3 years ago
- The official repository for the experiments included in the paper titled "Patch-level Routing in Mixture-of-Experts is Provably Sample-ef…☆14Feb 12, 2026Updated 5 months ago
- [AAAI 2025 Oral] ODDN: Addressing Unpaired Data Challenges in Open-World Deepfake Detection on Online Social Networks https://arxiv.org/…☆11Jun 25, 2025Updated last year
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- High performance hybrid Monte Carlo simulation☆10Jun 29, 2026Updated last month
- ☆33Mar 13, 2024Updated 2 years ago
- Machine learning simulation for security prices.☆20Aug 10, 2017Updated 9 years ago
- This repository includes Matlab codes/routines that were used in our manuscript entitled "Importance sampling for a robust and efficient …☆12Jan 17, 2023Updated 3 years ago
- Deep BSDE solver in Pytorch☆14Nov 12, 2024Updated last year
- Calculate Tikhonov-regularized, Gauss-Newton nonlinear iterated inversion to solve the damped nonlinear least squares problem (Matlab cod…☆28Jan 12, 2016Updated 10 years ago
- Python code for solving partial differential equations (PDEs) using deep learning. Specifically, we provide implementations for solving t…☆27Jun 14, 2024Updated 2 years ago
- Skoltech NLA 2025 course.☆17Nov 30, 2025Updated 8 months ago
- A machine learning boosted parallel-in-time differential equation solver framework.☆27May 29, 2023Updated 3 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.
- Using DeepBSDE solver to price/hedge options & optimize portfolios under Black-Scholes, Heston and multiscale models.☆18Mar 20, 2020Updated 6 years ago
- 知识库、大语言模型、医疗知识库构建、基于大语言模型的知识库☆30Jun 13, 2023Updated 3 years ago
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Mar 18, 2026Updated 4 months ago
- A lean package to estimate financial asset betas☆14Feb 12, 2023Updated 3 years ago
- ☆11Mar 20, 2022Updated 4 years ago
- Variance Gamma distribution (Python): pdf, cdf, rand and fit.☆11Mar 8, 2018Updated 8 years ago
- IPython notebooks that illustrate the Pyomo optimization modeling software☆15Aug 5, 2015Updated 11 years ago
- Calibration of a Surface SVI☆13Jan 31, 2019Updated 7 years ago
- Arbitrage free SVI Surface☆14Feb 13, 2018Updated 8 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- Python implementation for regime-dependent portfolio optimization☆16Oct 14, 2023Updated 2 years ago
- pylambertw - sklearn interface to analyze and gaussianize heavy-tailed, skewed data☆16Apr 15, 2024Updated 2 years ago
- ☆32Jun 12, 2025Updated last year
- Technical and Quant Analysis Of Stock Market☆16Apr 30, 2024Updated 2 years ago
- This repository is the official PyTorch implementation of MA-AGIQA:Large Multi-modality Model Assisted AI-Generated Image Quality Assessm…☆27Sep 28, 2024Updated last year
- Breaking Semantic Artifacts for Generalized AI-generated Image Detection☆23Mar 3, 2026Updated 5 months ago
- Material for the workshop Machine Learning for Option Pricing, Calibration and Hedging☆16Feb 26, 2020Updated 6 years ago
- ☆15Mar 22, 2022Updated 4 years ago
- This project is a collection of Jupyter notebooks and scientific papers that analyze Bitcoin markets using economical, financial and mach…☆17Mar 24, 2023Updated 3 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- AqumenLib is AQumen's financial analytics SDK for pricing and risk.☆20Mar 23, 2025Updated last year
- Retrieve data for various multi-factor asset pricing models.☆18Feb 11, 2026Updated 6 months ago
- GARCH models estimated using autodiff.☆20May 23, 2026Updated 2 months ago
- ☆11May 24, 2024Updated 2 years ago
- gtja alpha 191☆17Jun 1, 2023Updated 3 years ago
- CVPR 2020☆25Jun 20, 2022Updated 4 years ago
- Particle filtering in JAX☆17Jun 12, 2026Updated last month