cshannonn / blackscholes_nas
Can a neural network learn Black Scholes, yes...
☆9Updated 6 years ago
Alternatives and similar repositories for blackscholes_nas:
Users that are interested in blackscholes_nas are comparing it to the libraries listed below
- Reinforcement Learning in Finance☆15Updated 4 years ago
- Solving High Dimensional Partial Differential Equations with Deep Neural Networks☆34Updated 3 years ago
- Schrodinger Principal Component Analysis☆22Updated 4 years ago
- Python codes for Introduction to Computational Stochastic PDE☆42Updated 2 months ago
- Complement the article 'Differential Machine Learning' (Huge & Savine, 2020), including mathematical proofs and important implementation …☆27Updated 2 years ago
- SdePy: Numerical Integration of Ito Stochastic Differential Equations☆43Updated 3 years ago
- This is the code for "Neural DIfferential Equations" By Siraj Raval on Youtube☆246Updated 6 years ago
- Forward-Backward Stochastic Neural Networks: Deep Learning of High-dimensional Partial Differential Equations☆150Updated 5 years ago
- A Repository for all the resources to learn finance through Python☆41Updated last year
- ☆20Updated 5 years ago
- UNIVR PDE course project and just for fun☆116Updated 7 years ago
- Collection of Python scripts for the book "An Introduction to Econophysics: Contemporary Approaches with Python Simulations"☆31Updated 5 months ago
- Companion code for "Solving Nonlinear and High-Dimensional Partial Differential Equations via Deep Learning" by A. Al-Aradi, A. Correia, …☆116Updated 5 years ago
- Rapid large-scale fractional differencing with NVIDIA RAPIDS and GPU to minimize memory loss while making a time series stationary. 6x-40…☆56Updated 5 years ago
- Code used for experiments in https://arxiv.org/abs/2008.08601☆19Updated 3 years ago
- Long-term probabilistic forecasting of quasiperiodic phenomena using Koopman theory☆35Updated 3 years ago
- ☆41Updated 4 years ago
- Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.☆50Updated 2 years ago
- ☆23Updated 3 years ago
- Open source implementation of Logical Analysis of Data (LAD) Algorithm.☆16Updated last year
- RNN architectures trained with Backpropagation and Reservoir Computing (RC) methods for forecasting high-dimensional chaotic dynamical sy…☆94Updated 2 years ago
- Solving high-dimensional Partial Differential Equations with Deep Learning☆25Updated 5 years ago
- Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…☆142Updated 2 years ago
- ☆19Updated last month
- Some tutorial programs fiiting differential equation parameters using the DiffEqFlux and sciml packages for Julia.☆14Updated 5 years ago
- Python implementation of ARFIMA process with an aim to simulate series.☆20Updated 3 years ago
- Deep Optimal Stopping Project☆16Updated 5 years ago
- Quantum Machine Learning for FinTech and Time Series Data☆22Updated 5 years ago
- Numerical Methods in Finance☆19Updated 6 years ago
- A hands-on tutorial on supervised learning with Gaussian processes☆36Updated 5 years ago