avivt / RL-book-overleaf
☆11Updated 2 weeks 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
- Python versions of all typeset code blocks from the book, Algorithms for Decision Making.☆48Updated last year
- Python code to perform risk-sensitive Reinforcement Learning with dynamic convex risk measures☆20Updated last year
- Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization☆34Updated 9 months ago
- Course 5SSD0 - Bayesian Machine Learning and Information Processing☆41Updated last month
- ☆21Updated last year
- Apps (mostly streamlit) for the "Probabilistic Machine Learning" Lecture course at the University of Tübingen☆22Updated 10 months ago
- Website for a doctoral course on Dynamic Optimization☆19Updated last year
- ☆26Updated last month
- A CVXPY extension for saddle problems☆26Updated 2 months ago
- Deep multistep methods to solve BSDEs of first and second order for the approximation of PDE solutions☆18Updated 4 years ago
- Deep Optimal Stopping Project☆16Updated 5 years ago
- The optimal ridge penalty for real-world high-dimensional data can be zero or negative due to the implicit ridge regularization☆31Updated 3 years ago
- code for "Optimal Stopping via Randomized Neural Networks"☆52Updated 10 months ago
- Python & Matlab code for the figures from the book "Learning Theory from First Principles" by Francis Bach☆91Updated 11 months ago
- Utilities for probabilistic ML☆33Updated last year
- Replication codes for Deep Learning Credit Risk Modeling by Manzo, Qiao☆21Updated 2 years ago
- Simple single file implementations of Reinforcement Learning algorithms in Julia☆21Updated 3 weeks ago
- 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 last year
- Code for "Automatic repair of convex optimization problems".☆14Updated 5 years ago
- Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.☆20Updated 10 months ago
- Problems from Algorithms for Decision Making☆44Updated last month
- CAMMARL: Conformal Action Modeling in Multi Agent Reinforcement Learning☆14Updated 8 months ago
- Course materials for Advanced Topics in Statistical Learning, Spring 2023☆46Updated 3 months ago
- This file includes the code I've written for the course Numerical Method in finance, Stochastic Calculus in Spring 2020.☆10Updated 4 years ago
- Code for the paper "Outlier-robust Kalman Filtering through Generalised Bayes" presented at ICML 2024☆66Updated 8 months ago
- Covariance prediction via convex optimization☆19Updated 4 years ago
- ☆28Updated 2 years ago
- This repository contains the lab material for the Reinforcement Learning F22 course prepared for Innopolis University Master's students.☆36Updated 2 years ago
- ☆14Updated 5 years ago
- Portfolio Construction using Stratified Models☆12Updated 3 years ago