ZehaoDou-official / Solutions-for-Math-Textbooks
In this repository, I place my solution for the exercises in multiple famous math textbooks, including Stochastic Differential Equation, Partial Differential Equation, Optimization and so on.
☆13Updated last year
Alternatives and similar repositories for Solutions-for-Math-Textbooks:
Users that are interested in Solutions-for-Math-Textbooks are comparing it to the libraries listed below
- Robust pricing and hedging via Neural SDEs☆32Updated 3 years ago
- code for "Optimal Stopping via Randomized Neural Networks"☆53Updated 11 months ago
- Deep Optimal Stopping Project☆16Updated 5 years ago
- Python code to perform risk-sensitive Reinforcement Learning with dynamic convex risk measures☆20Updated last year
- Solving high-dimensional Partial Differential Equations with Deep Learning☆24Updated 5 years ago
- Website for a doctoral course on Dynamic Optimization☆19Updated last year
- Deep multistep methods to solve BSDEs of first and second order for the approximation of PDE solutions☆18Updated 4 years ago
- End-to-end distributionally robust optimization☆34Updated last year
- ☆14Updated 2 years ago
- ☆59Updated 3 years ago
- ☆26Updated last year
- Regression Monte Carlo for Optimal Stopping☆8Updated last year
- Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization☆14Updated 6 months ago
- Experiment code for "Continuous-Time Model-Based Reinforcement Learning"☆52Updated last year
- ☆22Updated 3 years ago
- PyTorch implementation of "Model-based Reinforcement Learning for Semi-Markov Decision Processes with Neural ODEs", NeurIPS 2020☆40Updated 4 years ago
- Public Implementation of Volatility Based Kernels and Moving Average Means for Accurate Forecasting with Gaussian Processes☆48Updated 2 years ago
- code for the paper "Stein Variational Gradient Descent (SVGD): A General Purpose Bayesian Inference Algorithm"☆100Updated 6 years ago
- PyTorch code of "Modeling Continuous Stochastic Processes with Dynamic Normalizing Flows" (NeurIPS 2020)☆48Updated 4 years ago
- A library for mean-field games.☆51Updated last week
- JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading☆25Updated last year
- code for BINOCULARS and Multi-Step BO☆11Updated 4 years ago
- ☆30Updated 2 years ago
- Differentiable ODE solvers with full GPU support and O(1)-memory backpropagation.☆58Updated 4 years ago
- ☆43Updated 3 years ago
- Implementation of 2019 Quant GANs: Deep Generation of Financial Time Series paper☆29Updated last year
- Implementation of "A deep solver for BSDEs with jumps"☆13Updated 4 months ago
- Some codes used for the numerical examples proposed in https://arxiv.org/abs/1812.05916☆13Updated 5 years ago
- ☆13Updated 2 years ago
- Some implementations from the paper robust risk aware reinforcement learning☆35Updated 3 years ago