Code accompanying the paper "Non-adversarial training of Neural SDEs with signature kernel scores".
☆22Sep 8, 2024Updated last year
Alternatives and similar repositories for sigker-nsdes
Users that are interested in sigker-nsdes are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Code for the NeurIPS 2021 paper "Higher Order Kernel Mean Embeddings to Capture Filtrations of Stochastic Processes".☆10Oct 27, 2021Updated 4 years ago
- Differentiable computations for the signature-PDE-kernel on CPU and GPU.☆63Nov 4, 2025Updated 8 months ago
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆42Jul 5, 2023Updated 3 years ago
- ☆18Dec 10, 2023Updated 2 years ago
- This repository contains a backend service for fetching VIX index futures data using the vix_index_futures.py library. The app.py script …☆13Mar 19, 2023Updated 3 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- This repository has code to scrape FINRA Trade data☆10Oct 15, 2019Updated 6 years ago
- ☆30Aug 5, 2023Updated 2 years ago
- ☆14Dec 13, 2024Updated last year
- Implementation of 2019 Quant GANs: Deep Generation of Financial Time Series paper☆34Feb 13, 2024Updated 2 years ago
- Robust deep hedging and Non-linear generalized affine processes☆13Mar 7, 2025Updated last year
- Implementation of backward elimination algorithm used for dimensionality reduction for improving the performance of risk calculation in l…☆12Jul 25, 2018Updated 7 years ago
- This is a versatile Python library tailored for the Tehran Stock Exchange, offering robust tools for processing and analyzing TSE symbol …☆13May 16, 2024Updated 2 years ago
- ☆14Mar 1, 2024Updated 2 years ago
- Pipeline for Time Series Generation with Comprehensive Evaluation Metrics☆47Jan 12, 2025Updated last year
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- Source code for Deep Partial Least Squares for Empirical Asset Pricing.☆16Jun 22, 2022Updated 4 years ago
- Implied volatility surface interpolation with shape-constrained bayesian neural network.☆15Sep 18, 2021Updated 4 years ago
- Signax: Signature computation in JAX☆39May 14, 2026Updated 2 months ago
- Code for the paper Volatility is (mostly) path-dependent☆76Mar 22, 2024Updated 2 years ago
- Reproducibility code for MMD Aggregated Two-Sample Test, by Schrab, Kim, Albert, Laurent, Guedj and Gretton: https://arxiv.org/abs/2110.1…☆17May 31, 2024Updated 2 years ago
- Codes for my thesis project: replicating and modifying quant GANs.☆19Aug 23, 2021Updated 4 years ago
- Stable and generic C API for Julia☆11Jan 8, 2026Updated 6 months ago
- ☆16Jan 8, 2022Updated 4 years ago
- Implements Path Shadowing Monte Carlo (PSMC).☆89Dec 19, 2024Updated last year
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Public repository for HPPS☆14Jan 26, 2025Updated last year
- Operator Deep Smoothing☆17May 22, 2026Updated last month
- ☆136Jul 16, 2024Updated 2 years ago
- 情侣任务积分商城☆20Jul 21, 2022Updated 4 years ago
- TSGBench: Time Series Generation Benchmark (VLDB'24)☆76Jul 13, 2025Updated last year
- Object oriented toolbox for data management, graphics and econometrics.☆10Nov 23, 2024Updated last year
- Common Lisp like condition system for Julia☆15Oct 12, 2023Updated 2 years ago
- 3D geoms for plotnine (grammar of graphics in Python)☆13Aug 5, 2022Updated 3 years ago
- Repository that hold the information about the competition about validating and fixing relationship direction in Cypher statements based …☆27Sep 18, 2023Updated 2 years ago
- 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.
- ☆22Jul 24, 2023Updated 2 years ago
- Life Insurance Premium and Reserves Valuation☆12Sep 12, 2020Updated 5 years ago
- A robust web-scraping pipeline and scraped data of 1.5M Uber Eats restaurants across 3.3k cities in the US.☆31Aug 18, 2020Updated 5 years ago
- Repository attached to the paper with the same name.☆21Jun 15, 2021Updated 5 years ago
- Covariance prediction via convex optimization☆22Feb 23, 2021Updated 5 years ago
- esig python package☆54Dec 17, 2024Updated last year
- Python code to perform risk-sensitive Reinforcement Learning with dynamic convex risk measures☆23Feb 21, 2024Updated 2 years ago