Python code to perform risk-sensitive Reinforcement Learning with dynamic convex risk measures
☆23Feb 21, 2024Updated 2 years ago
Alternatives and similar repositories for RL-DynamicConvexRisk
Users that are interested in RL-DynamicConvexRisk are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Some implementations from the paper robust risk aware reinforcement learning☆36Dec 15, 2021Updated 4 years ago
- Risk-Averse Distributional Reinforcement Learning: Code☆28Nov 25, 2018Updated 7 years ago
- Calibration and pricing options in Heston model☆14Dec 24, 2017Updated 8 years ago
- Survey of neural network methods for derivatives pricing and risks☆14Jul 5, 2022Updated 3 years ago
- Convex optimization over risk-neutral probabilities.☆15Apr 22, 2020Updated 6 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.
- A Deep Learning Framework for Neural Derivative Hedging☆31Feb 3, 2022Updated 4 years ago
- Predicting Supply Chain Risks Using Machine Learning: The Trade-off Between Performance and Interpretability - Supplementary Material☆14Mar 8, 2019Updated 7 years ago
- C++ option pricing library on vanillas & exotics, Python volatility calibration library☆21Aug 20, 2024Updated last year
- Python code for dynamic facctor model. (Preliminary and in progress)☆22Dec 2, 2017Updated 8 years ago
- Distributed supply chain application (DApp) that uses a Solidity smart contract to track pharmaceuticals on the Ethereum blockchain.☆10Aug 1, 2019Updated 6 years ago
- ☆18Feb 13, 2022Updated 4 years ago
- Official implementation of the algorithmic approach presented in the research paper entitled "Risk-Sensitive Policy with Distributional R…☆15Dec 19, 2022Updated 3 years ago
- ARIMA & GARCH models for stock price prediction☆27Sep 13, 2020Updated 5 years ago
- 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
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- ATP: Directed Graph Embedding with Asymmetric Transitivity Preservation☆10Apr 18, 2019Updated 7 years ago
- Thesis project about Unsupervised anomaly detection on the streaming time-series data of porfolio risk measures and returns.☆23May 31, 2018Updated 8 years ago
- A stock price prediction model based on ARMA and GARCH☆24Jun 21, 2024Updated last year
- ☆10Nov 4, 2018Updated 7 years ago
- DreamSmooth: Improving Model-Based RL with Reward Smoothing (ICLR 2024)☆12May 6, 2024Updated 2 years ago
- 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
- 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
- A new and more effective method for dynamic hedging☆14Jan 11, 2018Updated 8 years ago
- Advantage Leftover Lunch Reinforcement Learning (A-LoL RL): Improving Language Models with Advantage-based Offline Policy Gradients☆27Sep 10, 2024Updated last year
- 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.
- A method to search for a subset of best performing items wrt black-box reward function☆15Jun 7, 2019Updated 6 years ago
- Operator Deep Smoothing☆16May 22, 2026Updated last week
- ☆12Feb 7, 2021Updated 5 years ago
- Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy grad…☆20Nov 28, 2019Updated 6 years ago
- Code accompanying the paper "Action Robust Reinforcement Learning and Applications in Continuous Control" https://arxiv.org/abs/1901.0918…☆48Apr 14, 2019Updated 7 years ago
- ELEC6910R & COMP6211C: Robotic Perception of HKUST, public shared files, including tutorials, project topics(in the future)☆11Sep 12, 2020Updated 5 years ago
- Variance Gamma distribution (Python): pdf, cdf, rand and fit.☆11Mar 8, 2018Updated 8 years ago
- We implement RSQE and HQE simulation schemes from the paper Efficient simulation of affine forward volatility models.☆18Jun 10, 2022Updated 3 years ago
- 优矿量化投资代码☆14Sep 15, 2017Updated 8 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.
- Risk-sensitive Inverse Reinforcement Learning☆11Sep 11, 2019Updated 6 years ago
- Computational Finance And Financial Econometrics - This course is an introduction to computational finance and financial econometrics - d…☆15Jul 6, 2021Updated 4 years ago
- ☆14Mar 1, 2024Updated 2 years ago
- Benchmark scripts for comparing tutorials in PyTorch and JAX☆14Aug 25, 2022Updated 3 years ago
- Testing and implementation of ML algorithms for the analysis of cryptocurrency trends.☆11Feb 20, 2024Updated 2 years ago
- An R package to help assess the sensitivity of a Bayesian model (fitted with Stan) to the specification of its likelihood and priors☆11Updated this week
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 years ago