avivt / RL-book-overleaf
☆11Updated 2 months ago
Related projects ⓘ
Alternatives and complementary repositories for RL-book-overleaf
- Deep multistep methods to solve BSDEs of first and second order for the approximation of PDE solutions☆15Updated 4 years ago
- Python code to perform risk-sensitive Reinforcement Learning with dynamic convex risk measures☆20Updated 8 months ago
- Implementation of "A deep solver for BSDEs with jumps"☆12Updated last year
- Introduction to Gaussian Processes☆26Updated 6 years ago
- Forecasting with Hyper-Trees☆14Updated 3 weeks ago
- Material for the course Large-Scale Convex Optimisation at LTH, autumn 2020☆14Updated 3 years ago
- Utilities for probabilistic ML☆32Updated last year
- Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Depend…☆19Updated 8 months ago
- Some implementations from the paper robust risk aware reinforcement learning☆34Updated 2 years ago
- Bayesian Estimation and Forecasting of Time Series in statsmodels, for Scipy 2022 conference☆21Updated 2 years ago
- ☆14Updated 5 years ago
- Code for Copula conformal prediction paper (ICLR 2024)☆21Updated last month
- Structured Neural Networks☆13Updated 5 months ago
- Some example code for the "Introduction to Bayesian Reinforcement Learning" presentations☆29Updated 5 years ago
- Documentation for the Clarabel interior point conic solver☆17Updated 5 months ago
- Repository for my Big Data Optimization course☆32Updated 3 years ago
- Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization☆31Updated 5 months ago
- Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.☆20Updated 6 months ago
- ☆30Updated 2 years ago
- Deep Optimal Stopping Project☆16Updated 5 years ago
- Lectures on Quantitative Economics Using JAX☆28Updated 2 weeks ago
- ☆14Updated 6 months ago
- Reinforcement Learning in Finance☆14Updated 4 years ago
- A toolbox for inference of mixture models☆16Updated last year
- code for "Optimal Stopping via Randomized Neural Networks"☆49Updated 6 months ago
- Portfolio Construction using Stratified Models☆12Updated 3 years ago
- Automatic Integration for Neural Spatio-Temporal Point Process models (AI-STPP) is a new paradigm for exact, efficient, non-parametric inf…☆24Updated 3 weeks ago
- ☆21Updated 3 years ago
- Gaussian Online Processes for Python☆15Updated 2 weeks ago
- This repository contains code for the paper: S Bergsma, T Zeyl, JR Anaraki, L Guo, C2FAR: Coarse-to-Fine Autoregressive Networks for Prec…☆13Updated 11 months ago