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☆37Dec 15, 2021Updated 4 years ago
- Calibration and pricing options in Heston model☆14Dec 24, 2017Updated 8 years ago
- Python code for dynamic facctor model. (Preliminary and in progress)☆22Dec 2, 2017Updated 8 years ago
- Convex optimization over risk-neutral probabilities.☆15Apr 22, 2020Updated 6 years ago
- Predicting Supply Chain Risks Using Machine Learning: The Trade-off Between Performance and Interpretability - Supplementary Material☆14Mar 8, 2019Updated 7 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- C++ option pricing library on vanillas & exotics, Python volatility calibration library☆22Aug 20, 2024Updated last year
- Using DeepBSDE solver to price/hedge options & optimize portfolios under Black-Scholes, Heston and multiscale models.☆18Mar 20, 2020Updated 6 years ago
- ☆18Feb 13, 2022Updated 4 years ago
- ☆21May 2, 2022Updated 4 years ago
- 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
- Special-purpose numerical integrators for spacecraft attitude dynamics☆12Feb 4, 2016Updated 10 years ago
- ARIMA & GARCH models for stock price prediction☆27Sep 13, 2020Updated 5 years ago
- A stock price prediction model based on ARMA and GARCH☆25Jun 21, 2024Updated 2 years ago
- Official implementation of the algorithmic approach presented in the research paper entitled "Risk-Sensitive Policy with Distributional R…☆16Dec 19, 2022Updated 3 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.
- 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
- This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.☆34Jul 28, 2020Updated 6 years ago
- Finding the conditional distributions of a Gaussian Mixture Model☆13Nov 10, 2019Updated 6 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
- Keras implementation of `Decoupled Neural Interfaces using Synthetic Gradients`☆13Oct 19, 2018Updated 7 years ago
- VQ-TR repository☆12Apr 18, 2024Updated 2 years ago
- A new and more effective method for dynamic hedging☆14Jan 11, 2018Updated 8 years ago
- A method to search for a subset of best performing items wrt black-box reward function☆15Jun 7, 2019Updated 7 years ago
- 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.
- Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈☆17Sep 25, 2021Updated 4 years ago
- Advantage Leftover Lunch Reinforcement Learning (A-LoL RL): Improving Language Models with Advantage-based Offline Policy Gradients☆26Sep 10, 2024Updated last year
- Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy grad…☆20Nov 28, 2019Updated 6 years ago
- A Reinforcement learning model which applies deterministic policy gradient algorithms to maximize return on portfolio management task☆14Jun 2, 2018Updated 8 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
- This tool helps Companies predict accountability of their suppliers and reduces risk involved with Supply Chain Risk Management☆25Apr 2, 2017Updated 9 years ago
- Algorithm which quotes bid and ask prices for a stock and its options continuously by defining a bid-ask spread. Further, outstanding del…☆10Jan 11, 2026Updated 6 months ago
- ☆10Sep 5, 2024Updated last year
- 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.
- 一个基于OPENSCAD的农业工程机器人☆13May 20, 2020Updated 6 years ago
- ☆14Mar 1, 2024Updated 2 years ago
- Risk-sensitive Inverse Reinforcement Learning☆11Sep 11, 2019Updated 6 years ago
- Robust Reinforcement Learning Benchmark☆13Sep 22, 2024Updated last year
- Large Deviations for volatility options☆13Feb 28, 2019Updated 7 years ago
- Implementation of the rough volatility model and its calibration☆10Jul 11, 2020Updated 6 years ago
- Framework for the advanced analysis, causal mapping, and predictive forecasting of financial cryptocurrency time series.☆11Jun 23, 2026Updated last month