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Deep-PPDE
Deep Learning methods to solve path-dependent PDEs / to price path-dependent derivatives like exotic optionsSolar-Panels-Detection
Detection and location of Solar Panels in aerial images using U-Netrobust_nsde
Robust pricing and hedging via Neural SDEsDeep-PDE-Solvers
Unbiased Deep Learning based Solvers for parametric PDEscpm_agent_based_sim
Control + Bellman equation to find arbitrage strategies in Constant Product Market with constant feesSigFiltering
Sampling from the solution of the Zakai equation, using the Signature and Conditional Wasserstein GANsDeepLearning-StochasticControl
Bellman Equation, Pontryagin Maximum Principle, and Deep Learning to solve stochastic control problemsMLMC-MIMC-SGD
Stochastic MCMC methods for Bayesian regression with variance reduction (MLMC with antithetic samples, MIMC with antithetic samples, control variate using MAP estimate) using PytorchLove Open Source and this site? Check out how you can help us