HestonModel

Implementation in Python of the Heston Model for pricing options. Not the best or the fastest (or pythonic) of codes, but it works pretty good for the purposes it was thought, i.e. a university exam

CCM_WilsonCowan

Application of CCM algorithm to two Wilson-Cowan coupled oscillators

GAN_Anomaly_Detection

Implementation of a Generative Adversarial Network for anomaly detection task in (financial) time series data (work in progress).

Spoofing_Model

Implementation on LOBSTER data of the model proposed by Xuan Tao, Andrew Day, Lan Link and Samuel Drapeau in https://arxiv.org/pdf/2009.14818v2.pdf