code scripts for Tail-GAN: Learning to Simulate Tail Risk Scenarios
☆33Oct 15, 2025Updated 6 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:
- Codes for my thesis project: replicating and modifying quant GANs.☆18Aug 23, 2021Updated 4 years ago
- Quant GAN from [Wiese et al., Quant GANs: Deep Generation of Financial Time Series, 2019]☆26Aug 29, 2021Updated 4 years ago
- Pipeline for Time Series Generation with Comprehensive Evaluation Metrics☆47Jan 12, 2025Updated last year
- Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"☆135Feb 26, 2024Updated 2 years ago
- ☆135Jul 16, 2024Updated last year
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Deep multistep methods to solve BSDEs of first and second order for the approximation of PDE solutions☆21May 29, 2020Updated 5 years ago
- Implied volatility surface interpolation with shape-constrained bayesian neural network.☆15Sep 18, 2021Updated 4 years ago
- Time-Causal VAE☆20Nov 8, 2024Updated last year
- Thesis project done on Generation Financial Time-Series with GANs. The project was a collaboration between Wholesale Banking Advanced Ana…☆71Aug 18, 2020Updated 5 years ago
- An improved Python Geographical Random Forest model☆64Aug 19, 2025Updated 8 months ago
- Deep Neural Network Framework Based on Backward Stochastic Differential Equations for Pricing and Hedging American Options in High Dimens…☆21Nov 12, 2020Updated 5 years ago
- Official code repository for Latent Neural Differential Equations for Video Generation.☆21Mar 8, 2022Updated 4 years ago
- Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization☆18Sep 22, 2024Updated last year
- BH hackathon☆14Apr 4, 2024Updated 2 years ago
- 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.
- ☆16Dec 10, 2023Updated 2 years ago
- ☆15Feb 12, 2025Updated last year
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆109Mar 10, 2025Updated last year
- ☆13Jun 29, 2024Updated last year
- This repository is a non-official implementation of TimeGAN (Yoon et al., NIPS2019) using PyTorch.☆84Jul 26, 2022Updated 3 years ago
- Forecasting CPI Inflation with Hierarchical Recurrent Neural Networks☆28Feb 21, 2024Updated 2 years ago
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 years ago
- [TMLR 2026 J2C Certification] Previously at GenBio ICML 2025☆19Apr 28, 2026Updated last week
- Short-term momentum trading strategy implemented for the lecture "Systematic risk premia strategies traded at hedge funds" at University …☆45Mar 23, 2022Updated 4 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- ☆12Nov 21, 2024Updated last year
- options profits and trading strategies calculator built on the TDAmeritrade API☆10Jun 23, 2020Updated 5 years ago
- COT-GAN: Generating Sequential Data via Causal Optimal Transport☆40Jun 29, 2021Updated 4 years ago
- ☆17May 8, 2024Updated 2 years ago
- ☆11Apr 21, 2023Updated 3 years ago
- Project 5 during the Metis Data Science Program - Pricing Tool for Airbnb Hosts☆21Jun 17, 2024Updated last year
- Python wrappers around QuantLib and Pandas to easily generate volatility surfaces☆19Jan 18, 2023Updated 3 years ago
- PyTorch implementations of FinGAN and TimeGAN to generate financial time series☆21Nov 13, 2024Updated last year
- Resources for anybody interested in Artificial Intelligence and Machine Learning☆22Sep 12, 2024Updated last year
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- 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
- My implementations of deep neural networks for practice.☆23Nov 5, 2017Updated 8 years ago
- Collection of National Science Foundation (NSF) proposal templates: pitches, general applications, etc.☆16Nov 17, 2023Updated 2 years ago
- The PanGenome Graph Builder☆17Jul 17, 2024Updated last year
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Mar 18, 2026Updated last month
- Seq2Tens: An efficient representation of sequences by low-rank tensor projections☆30Aug 11, 2023Updated 2 years ago