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
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
- Official implementation of the algorithmic approach presented in the research paper entitled "Risk-Sensitive Policy with Distributional R…☆15Dec 19, 2022Updated 3 years ago
- Convex optimization over risk-neutral probabilities.☆15Apr 22, 2020Updated 5 years ago
- A Deep Learning Framework for Neural Derivative Hedging☆31Feb 3, 2022Updated 4 years ago
- Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy grad…☆21Nov 28, 2019Updated 6 years ago
- ARIMA & GARCH models for stock price prediction☆26Sep 13, 2020Updated 5 years ago
- C++ option pricing library on vanillas & exotics, Python volatility calibration library☆20Aug 20, 2024Updated last year
- Using DeepBSDE solver to price/hedge options & optimize portfolios under Black-Scholes, Heston and multiscale models.☆18Mar 20, 2020Updated 5 years ago
- Python code for dynamic facctor model. (Preliminary and in progress)☆22Dec 2, 2017Updated 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 6 years ago
- Advantage Leftover Lunch Reinforcement Learning (A-LoL RL): Improving Language Models with Advantage-based Offline Policy Gradients☆26Sep 10, 2024Updated last year
- Stochastic models to price financial options☆24Dec 7, 2020Updated 5 years ago
- This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.☆33Jul 28, 2020Updated 5 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
- A stock price prediction model based on ARMA and GARCH☆24Jun 21, 2024Updated last year
- 本文提出了一种基于多视图卷积神经网络的三维物体识别算法，以实现三维物体的准确识别。首先实现一个标准的卷积 神经网络架构，该架构经过训练可以独立地识别形状的渲染视图，以实现即使从单一视图中也可以识别出一个三维形状。随后使用该三维物体多个角度的二维视图通过卷积神经网络识别的结果进…☆11May 16, 2022Updated 3 years ago
- Physical Downlink Shared Channel (PDSCH) in 5G New Radio.☆12Jan 29, 2024Updated 2 years ago
- 基于GSConv+SlimNeck的YOLOv5的消防通道占用检测系统☆10Nov 24, 2023Updated 2 years ago
- Verilog code for a low power RFID chip that will communicate with I2C sensors.☆13Apr 18, 2014Updated 11 years ago
- ☆30Jul 21, 2023Updated 2 years ago
- Adaptive Risk Tendency Implicit Quantile Network for Drone Navigation under Partial Observability.☆37Mar 29, 2022Updated 3 years ago
- ☆17Feb 1, 2026Updated last month
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆89Jan 11, 2022Updated 4 years ago
- ☆12Apr 5, 2019Updated 6 years ago
- Operator Deep Smoothing☆14Feb 7, 2025Updated last year
- wifi☆12Jun 13, 2017Updated 8 years ago
- Learning Environment-aware and hardware-compatible beam-forming codebooks☆15Mar 8, 2020Updated 5 years ago
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …☆12Jul 10, 2021Updated 4 years ago
- 一款高性能的穿透网闸架构☆15Mar 23, 2021Updated 4 years ago
- 一个基于OPENSCAD的农业工程机器人☆13May 20, 2020Updated 5 years ago
- Compares various time-series feature sets on computational performance, within-set structure, and between-set relationships.☆11Jun 3, 2022Updated 3 years ago
- In this tutorial we will introduce software defined radios (SDR) and explore the application of machine learning (ML) to radio frequency …☆11Sep 27, 2022Updated 3 years ago
- A Beginner's Python Guide for Data Analysis☆22Nov 5, 2019Updated 6 years ago
- Gymnasium environment for research of UAVs and risk constraints☆12Oct 29, 2024Updated last year
- Go Board FPGA Project for Ambient Light Sensor in VHDL and Verilog☆10Apr 20, 2019Updated 6 years ago
- Fit hidden Markov model to stock returns and backtest strategy with hidden volatility regime filter☆11Nov 12, 2018Updated 7 years ago