avivt / RL-book-overleafLinks
☆11Updated 2 months ago
Alternatives and similar repositories for RL-book-overleaf
Users that are interested in RL-book-overleaf are comparing it to the libraries listed below
Sorting:
- code for "Optimal Stopping via Randomized Neural Networks"☆58Updated last year
- Python code to perform risk-sensitive Reinforcement Learning with dynamic convex risk measures☆23Updated last year
- This is a collection of interesting papers that I have read so far or want to read. Note that the list is not up-to-date. Topics: reinfor…☆11Updated 5 months ago
- Introduction to Gaussian Processes☆29Updated 7 years ago
- ☆28Updated 3 months ago
- Technical documents on a variety of topics, created for the purpose of learning☆42Updated 4 months ago
- Deep Optimal Stopping Project☆15Updated 6 years ago
- Deep multistep methods to solve BSDEs of first and second order for the approximation of PDE solutions☆19Updated 5 years ago
- This file includes the code I've written for the course Numerical Method in finance, Stochastic Calculus in Spring 2020.☆11Updated 5 years ago
- Portfolio Construction using Stratified Models☆11Updated 4 years ago
- Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization☆36Updated last year
- Random Matrix Theory library - RMT analysis and simulation in Python☆50Updated last week
- ☆20Updated 2 years ago
- Code for the paper "Outlier-robust Kalman Filtering through Generalised Bayes" presented at ICML 2024☆71Updated last year
- Python versions of all typeset code blocks from the book, Algorithms for Decision Making.☆51Updated last year
- Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.☆21Updated last year
- Website for a doctoral course on Dynamic Optimization☆19Updated last year
- Python & Matlab code for the figures from the book "Learning Theory from First Principles" by Francis Bach☆124Updated last year
- Some implementations from the paper robust risk aware reinforcement learning☆35Updated 3 years ago
- Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis☆25Updated 2 years ago
- Bayesian Estimation and Forecasting of Time Series in statsmodels, for Scipy 2022 conference☆24Updated 3 years ago
- Option Pricing with Machine Learning Methods☆13Updated last year
- Apps (mostly streamlit) for the "Probabilistic Machine Learning" Lecture course at the University of Tübingen☆28Updated last year
- ☆14Updated 5 years ago
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated 9 months ago
- This R Shiny App utilizes the Hierarchical Equal Risk Contribution (HERC) approach, a modern portfolio optimization method developed by R…☆14Updated last year
- ☆23Updated 3 years ago
- ☆159Updated last week
- Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Depend…☆20Updated last year
- Supporting data package for the Portfolio Optimization Book☆24Updated 6 months ago