code scripts for Tail-GAN: Learning to Simulate Tail Risk Scenarios
☆38Oct 15, 2025Updated 11 months ago
Alternatives and similar repositories for Tail-GAN
Users that are interested in Tail-GAN are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆14Feb 10, 2023Updated 3 years ago
- Codes for my thesis project: replicating and modifying quant GANs.☆18Aug 23, 2021Updated 5 years ago
- ☆12Mar 15, 2023Updated 3 years ago
- Quant GAN from [Wiese et al., Quant GANs: Deep Generation of Financial Time Series, 2019]☆27Aug 29, 2021Updated 5 years ago
- ☆15Jun 10, 2020Updated 6 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆39Apr 24, 2023Updated 3 years ago
- Deep multistep methods to solve BSDEs of first and second order for the approximation of PDE solutions☆21May 29, 2020Updated 6 years ago
- High Frequency Market Making: Optimal Quoting☆19Mar 20, 2023Updated 3 years ago
- ☆138Jul 16, 2024Updated 2 years ago
- Implied volatility surface interpolation with shape-constrained bayesian neural network.☆15Sep 18, 2021Updated 5 years ago
- Deep Neural Network Framework Based on Backward Stochastic Differential Equations for Pricing and Hedging American Options in High Dimens…☆20Nov 12, 2020Updated 5 years ago
- BH hackathon☆14Apr 4, 2024Updated 2 years ago
- ☆38Apr 8, 2026Updated 6 months ago
- Material for the lecture Statistical Computing☆13Sep 5, 2026Updated last month
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- This repository is a non-official implementation of TimeGAN (Yoon et al., NIPS2019) using PyTorch.☆84Jul 26, 2022Updated 4 years ago
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆117Mar 10, 2025Updated last year
- ☆13Jun 29, 2024Updated 2 years ago
- Official code repository for Latent Neural Differential Equations for Video Generation.☆21Mar 8, 2022Updated 4 years ago
- an open source algorithmic trading engine optimized for a great developer experience☆10Jun 15, 2023Updated 3 years ago
- Implements different approaches to tactical and strategic asset allocation☆54Dec 23, 2024Updated last year
- A repository of basic quantitative finance tools to be used on other projects☆12Mar 19, 2020Updated 6 years ago
- Implementation of algorithms from the paper "Globally-Consistent Rule-Based Summary-Explanations for Machine Learning Models: Application…☆24Jun 4, 2022Updated 4 years ago
- Forecasting CPI Inflation with Hierarchical Recurrent Neural Networks☆28Feb 21, 2024Updated 2 years ago
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- ☆10Feb 2, 2023Updated 3 years ago
- Python wrapper for a C++ Double Metaphone☆15Jan 12, 2026Updated 8 months ago
- ☆17May 8, 2024Updated 2 years ago
- Python wrappers around QuantLib and Pandas to easily generate volatility surfaces☆18Jan 18, 2023Updated 3 years ago
- Material for the practical of the DS3 course on "Representing and comparing probabilities with kernels"☆26Feb 5, 2019Updated 7 years ago
- ☆29Nov 11, 2021Updated 4 years ago
- Python versions of exercises from the CORE Econ textbook☆14Aug 25, 2023Updated 3 years ago
- Subset Met Office MOGREPS-UK and UKV on AWS EC2☆12Oct 22, 2021Updated 4 years ago
- R package for weighted model metrics☆11Apr 12, 2025Updated last year
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- ☆11Apr 25, 2024Updated 2 years ago
- My implementations of deep neural networks for practice.☆23Nov 5, 2017Updated 8 years ago
- Heteroscedastic Temporal Variational Autoencoder For Irregularly Sampled Time Series☆34Jun 22, 2022Updated 4 years ago
- ☆13May 31, 2023Updated 3 years ago
- Backtesting Engine to Backtest Index Strategies on Options, Futures and Spot (BankNIFTY, NIFTY) for Indian Share Market☆11May 9, 2020Updated 6 years ago
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Sep 12, 2026Updated 3 weeks ago
- An improved Python interface to SQLite☆15Feb 4, 2023Updated 3 years ago