☆15Oct 7, 2019Updated 7 years ago
Alternatives and similar repositories for GP-CVA
Users that are interested in GP-CVA are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆20Dec 26, 2016Updated 9 years ago
- Continual Learning for Infinite Hierarchical Change-Point Detection☆10Oct 22, 2019Updated 7 years ago
- alpha-RNN☆30Apr 9, 2020Updated 6 years ago
- Hierarchical Change-Point Detection☆17Oct 25, 2018Updated 8 years ago
- Tutorials about Machine Learning and Deep Learning☆30Nov 9, 2018Updated 7 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization☆18Sep 22, 2024Updated 2 years ago
- ☆10Jul 16, 2020Updated 6 years ago
- Net Present Value (NPV) Simulation for Python☆15Aug 12, 2019Updated 7 years ago
- ☆28Dec 2, 2021Updated 4 years ago
- Large Deviations for volatility options☆13Feb 28, 2019Updated 7 years ago
- [Quantitative Finance 2019] Sovereign Risk Zones in Europe During and After the Debt Crisis☆12May 12, 2020Updated 6 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆68Jul 17, 2022Updated 4 years ago
- Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.☆24Jan 16, 2018Updated 8 years ago
- Deep Q-Learning for Market Making☆131Jun 12, 2018Updated 8 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Straight port of Emily Fox's Beta Process Auto Regressive Hidden Markov Model package☆14Jul 14, 2015Updated 11 years ago
- Trellis is a Python framework for research into deep hedging☆24May 13, 2021Updated 5 years ago
- ☆21Jan 3, 2019Updated 7 years ago
- Julia package for scenario generation for stochastic programs with tail risk measure☆11Nov 16, 2022Updated 3 years ago
- Differentiable Gaussian Process implementation for PyTorch☆22Jul 8, 2018Updated 8 years ago
- Solutions for the exercise problems of Steven E. Shreve's Stochastic Calculus for Finance☆38Sep 2, 2019Updated 7 years ago
- Intraday volatility estimation using High-Frequency Financial Data☆13Apr 1, 2023Updated 3 years ago
- Scenarios generator considering space and time dependency. Includes conditional quantile regressions and copula approach.☆13Jun 16, 2016Updated 10 years ago
- Fit stochastic differential equation models with time-varying parameters☆15Jul 30, 2026Updated 3 months 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.
- Just-in-time compilation for stochastic differential equations☆14Sep 28, 2026Updated last month
- Content associated with a PyData Seattle 2017 tutorial on Unevenly spaced time series analysis of The Simpsons using pandas☆15Jul 6, 2017Updated 9 years ago
- Economic models and things in Pytorch☆22Nov 30, 2017Updated 8 years ago
- A modern implementation of PILCO based on GPflow.☆10Jun 1, 2021Updated 5 years ago
- Methods and experiments for assumed density SDE approximations☆12Jan 26, 2022Updated 4 years ago
- ☆12Dec 21, 2022Updated 3 years ago
- Super fast dynamic nested sampling with PolyChord (Python, C++ and Fortran likelihoods).☆22May 3, 2020Updated 6 years ago
- Volume Weighted Average Price Optimal Execution☆44Mar 12, 2019Updated 7 years ago
- In this repository, I place my solution for the exercises in multiple famous math textbooks, including Stochastic Differential Equation, …☆14Nov 13, 2023Updated 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.
- A variational method for fast, approximate inference for stochastic differential equations.☆45Feb 3, 2026Updated 8 months ago
- Scenario generation methods for stochastic optimization (two-stage stochastic programming) in Java☆13Nov 6, 2022Updated 3 years ago
- Sample code for the NIPS paper "Scalable Variational Inference for Dynamical Systems"☆27Mar 29, 2019Updated 7 years ago
- Code and supplementary material for "Automatic Bayesian Density Analysis", AAAI 19☆20Nov 21, 2018Updated 7 years ago
- Toy Examples of Conditional Density Estimation with Bayesian Normalizing flows☆20Aug 29, 2018Updated 8 years ago
- Collected code and materials from the intensive course preparing for the workshop on Sequential Monte Carlo (SMC) methods at Uppsala Univ…☆22Sep 24, 2018Updated 8 years ago
- Source code and data for the tutorial: "Getting started with particle Metropolis-Hastings for inference in nonlinear models"☆28Apr 1, 2019Updated 7 years ago