avivt / RL-book-overleaf

Related projects ⓘ

Alternatives and complementary repositories for RL-book-overleaf

• djrusso / Dynamic-Optimization-Course
  Website for a doctoral course on Dynamic Optimization
  ☆19Updated 11 months ago
• AlessandroGnoatto / DeepBsdeSolverWithJumps
  Implementation of "A deep solver for BSDEs with jumps"
  ☆12Updated last week
• ido90 / CeSoR
  ☆15Updated 11 months ago
• Sinbad-The-Sailor / Abacus
  Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Depend…
  ☆19Updated 8 months ago
• acoache / RL-DynamicConvexRisk
  Python code to perform risk-sensitive Reinforcement Learning with dynamic convex risk measures
  ☆20Updated 9 months ago
• grasool / Gaussian-Processes
  Introduction to Gaussian Processes
  ☆26Updated 6 years ago
• cvxgrp / cptopt
  Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization
  ☆31Updated 6 months ago
• cvxgrp / exp_util_gm_portfolio_opt
  Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.
  ☆20Updated 6 months ago
• mfrdixon / GP-CVA
  ☆14Updated 5 years ago
• MaxGermain / MultistepBSDE
  Deep multistep methods to solve BSDEs of first and second order for the approximation of PDE solutions
  ☆15Updated 4 years ago
• vanessa-pizante / Deep-Optimal-Stopping
  Deep Optimal Stopping Project
  ☆16Updated 5 years ago
• quantgirluk / ICMM
  📝 Introduction to Monte Carlo methods in Finance Workshop Materials
  ☆16Updated last year
• bertdv / BMLIP
  Course 5SSD0 - Bayesian Machine Learning and Information Processing
  ☆37Updated last week
• StatMixedML / Hyper-Trees
  Forecasting with Hyper-Trees
  ☆14Updated last month
• ChadFulton / scipy2022-bayesian-time-series
  Bayesian Estimation and Forecasting of Time Series in statsmodels, for Scipy 2022 conference
  ☆21Updated 2 years ago
• sebjai / robust-risk-aware-rl
  Some implementations from the paper robust risk aware reinforcement learning
  ☆34Updated 2 years ago
• cvxgrp / cvxmarkowitz
  ☆24Updated this week
• philipphennig / ProbML_Apps
  Apps (mostly streamlit) for the "Probabilistic Machine Learning" Lecture course at the University of Tübingen
  ☆21Updated 7 months ago
• cvxgrp / cvx_opt_risk_neutral
  Convex optimization over risk-neutral probabilities.
  ☆14Updated 4 years ago
• MikeS96 / rl_notes
  Notes of Reinforcement Learning MOOC by University of Alberta
  ☆17Updated 4 years ago
• cvxgrp / covpred
  Covariance prediction via convex optimization
  ☆19Updated 3 years ago
• cvxgrp / lrsm_portfolio
  Portfolio Construction using Stratified Models
  ☆12Updated 3 years ago
• DiffEqML / torchcontrol
  A PyTorch library for all things nonlinear control and reinforcement learning.
  ☆44Updated 3 years ago
• microprediction / monteprediction_colab_examples
  Monte Carlo Submission Examples
  ☆16Updated last month
• radar-research-lab / MFGLib
  A library for mean-field games.
  ☆45Updated this week
• QingyunSun / Distributional-Robust-Kelly-Gambling
  ☆17Updated 4 years ago
• niaohe / Big-Data-Optimization-Course
  Repository for my Big Data Optimization course
  ☆32Updated 3 years ago
• LarrySnyder / RLforInventory
  Materials for "RL for Inventory Optimization", Day 4 of the "RL for Operations Bootcamp", Kellogg School of Management, Northwestern Univ…
  ☆15Updated 4 months ago
• WWakker / mtalg
  Multithreaded elementwise algebra and random number generation
  ☆8Updated 11 months ago
• HeKrRuTe / OptStopRandNN
  code for "Optimal Stopping via Randomized Neural Networks"
  ☆49Updated 7 months ago