ucaiado/FiniteDifference_Pricing

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Created over 8 years ago
Updated over 8 years ago

ucaiado/FiniteDifference_Pricing

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Pricing derivatives using the explicit finite-difference method

QLearning_Trading

Learning to trade under the reinforcement learning framework

Jupyter Notebook

rl_trading

An environment to high-frequency trading agents under reinforcement learning

machine-translation

End-to-end machine translation pipeline using Deep Learning

Jupyter Notebook

banana-rl

Train an agent using RL to navigate (and collect bananas) in a large, square world

Replicating_Strategy

A dynamic strategy that replicates the payoff of a derivative described as a stochastic process

cpp-binomial-greeks

Calculating options greeks using binomial tree model in C++

mlops-predict-churn-clean-code

Build a customer churn prediction model using clean code principles

VectorAutoregression_Model

Specification and estimation of VAR model to U.S. Dollar Future prices

AirCargo_Planning

Solving a logistic planning problems for an Air Cargo transport system with AI

AssetReturns_Behavior

Statistical analysis of lognormal asset returns

reacher-rl

Keeping the double-jointed arm hand in the green sphere

Customer_Segments

Using unsupervised learning techniques on product spending data to identify customer segments hidden in the data

Jupyter Notebook

ShortRate_Model

Implement the Kalotay-Williams-Fabozzi model to describe the future evolution of the short rate

IdentifyingFraud

Jupyter Notebook

dog-cnn

A Convolutional Neural Networks that identifies the canine's breed from a image

Jupyter Notebook

Smart_Cab

Training a cab how to drive using reinforcement learning

Jupyter Notebook

rnn_predictions

Building RNNs that generate sequences based on input data applied to time-series and text generation

Jupyter Notebook

cpp-traffic-simulation

Building a concurrent traffic simulation in C++

kafka-spark-streaming

Streaming application using Apache Spark Structured Streaming and Kafka

Student_Intervention

Predict how likely a student is to pass their high school final exam using Supervised Learning

Jupyter Notebook

mlops-dynamic-risk-assesment

Building a system to train and monitor an ML model to predict attrition risk

etl-intraday-bidask

Hosting data lake with bid-ask data in S3 using Spark and Airflow

tennis-rl

Training a pair of agents to play tennis

ProsperLoan_EDA

final project for Udacity "Data Analysis With R" course

Boston_Housing

P1 for the Udacity's Machile Learning Egineer Nanodegree

Jupyter Notebook