For code and snippets for STA 2536: Data Science for Risk Modeling
☆14Nov 21, 2021Updated 4 years ago
Alternatives and similar repositories for STA2536
Users that are interested in STA2536 are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Some implementations from the paper robust risk aware reinforcement learning☆36Dec 15, 2021Updated 4 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆15Jul 17, 2023Updated 2 years ago
- Scalable implementation of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy hig…☆14Jan 21, 2022Updated 4 years ago
- Machine Learning in Asset Management☆20Jul 18, 2019Updated 6 years ago
- Hawkes with Latency☆20Jan 16, 2021Updated 5 years ago
- 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.
- This repository implements a Diffusion Factor Model for financial data.☆44Nov 6, 2025Updated 4 months ago
- Regime detection in historical markets using Hidden Markov Models (HMM) and Support Vector Machines (SVM).☆34Nov 10, 2021Updated 4 years ago
- Answers to the questions at the back of the chapters of Advances in Financial Machine Learning.☆22Apr 11, 2020Updated 5 years ago
- Exercises for Analysis of Financial Time Series, 3rd☆23Jul 10, 2016Updated 9 years ago
- Python implementation of Markov Switching Model using Bayesian inference (Gibbs Sampling) by Lim et al (2020)☆10Dec 4, 2022Updated 3 years ago
- This repo contains all codes of the articles that I have published on Medium☆10Feb 10, 2021Updated 5 years ago
- Project code for MIT MOOC 6.86x on edX☆15Feb 23, 2020Updated 6 years ago
- Weekly exercises of the course of Stochastic Methods for Finance.☆11Apr 22, 2025Updated 11 months ago
- Official Github Repository for "Spectral-Risk Safe Reinforcement Learning with Convergence Guarantees". (NeurIPS 2024)☆11Nov 30, 2025Updated 3 months ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click and start building anything your business needs.
- Sparse Unmixing Using Unsupervised Convolutional Neural Network☆10Jun 2, 2024Updated last year
- This paper aims to explore the time series’ proprieties of the features extracted by using the Principal Component Analysis (PCA) techniq…☆18Jan 5, 2020Updated 6 years ago
- Supporting material for Princeton ORF522☆14Aug 27, 2025Updated 7 months ago
- Calibration and pricing options in Heston model☆14Dec 24, 2017Updated 8 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆38Apr 24, 2023Updated 2 years ago
- Collection of ML scripts for tabular datasets☆14Mar 29, 2023Updated 2 years ago
- Using Reinforcement Learning with Deep Deterministic Policy Gradient for Portfolio Optimization☆10Dec 8, 2022Updated 3 years ago
- Rensselaer Polytechnic Institute's submission for the 2023 Rotman International Trading Competition☆12Feb 28, 2023Updated 3 years ago
- Third re-build of STA410 Statistical Computation / STA2102 Computational Techniques in Statistics☆12Apr 3, 2024Updated last year
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting with the flexibility to host WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Cloudways by DigitalOcean.
- Machine Learning for the ASX200☆10Apr 12, 2017Updated 8 years ago
- Computation of Sparse Eigenvectors of a Matrix☆12Dec 22, 2018Updated 7 years ago
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆37Jul 5, 2023Updated 2 years ago
- algo trading backtesting on BitMEX☆80Dec 4, 2023Updated 2 years ago
- TANet: An Unsupervised Two-Stream Autoencoder Network for Hyperspectral Unmixing☆11Apr 23, 2023Updated 2 years ago
- ☆17Mar 23, 2022Updated 4 years ago
- A portfolio optimization framework leveraging Deep Reinforcement Learning (DRL) and a custom trading environment☆13Aug 12, 2020Updated 5 years ago
- ☆38May 23, 2024Updated last year
- Robust and safe deep reinforcement learning algorithms☆17Mar 27, 2024Updated 2 years ago
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- ☆71Jun 13, 2025Updated 9 months ago
- Material for the course CCPS 721 Artificial Intelligence, by Ilkka Kokkarinen☆15Mar 3, 2026Updated 3 weeks ago
- FractionalTransforms.jl: A Julia package aiming at providing fractional order transforms with high performance.☆16Jul 15, 2022Updated 3 years ago
- ☆21Nov 16, 2022Updated 3 years ago
- ☆13Nov 20, 2020Updated 5 years ago
- Minimal implementation and experiments of "No-Transaction Band Network: A Neural Network Architecture for Efficient Deep Hedging".☆31May 26, 2021Updated 4 years ago
- Dynamic Programming and Optimal Control (151-0563-01) Fall 2019 Programming Exercise☆17Feb 5, 2020Updated 6 years ago