Ange Valli (Ángel Valli Maldonado)'s repositories
SABR_model_pricing
Derivation of SABR model implied volatilities and comparison of the model with Monte-Carlo Simulation for European options pricing
Simulation_Heston_Stochastic_Volatility_Model
Simulation of the Heston Stochastic Volatility Model
Automated_negotiation
Automated negotiation between autonomous agents
Contextual_Bandit_Thompson_Sampling_Ange_Valli
Application on Veepee issues
Dimension_Reduction_Ange_Valli
Sparse random projections applied on classification problems for dimension reduction
Discretisation-of-Stochastic-Differential-Equation
Main code in C++ and graphs in Pylab
Stochastic_Linear_Bandits_Ange_Valli
Implementation of Linear UCB and Linear Thompson-Sampling
Classification_wikipedia_abstracts_profession
Wikipedia abstracts on json file format to classify people by their profession
Computation_using_GPGU
Square Matrix classification and Linear classification using GPGU
Constraint_Programming_Europe_Map
Color a map with the minimum of different colors
Credit_Risk_Sensitivity_to_Carbon_Price
Computation of probability of default with jumps to simulate climate disaster events
Entity_Disambiguation
Disambiguation of entities in text
Extracts_type_facts_from_Wikipedia
Perform extractions of classes to which entities belongs from Wikipedia samples
Named_Entity_Recognition_and_Classification
Recognition of entities and their types from a input sentence.
Predictive_maintenance
Predictive maintenance datasets and analysis
Realtime_Multi_Person_2D_Pose_Estimation
Implementation of algorithm for human pose estimation OpenPose
tutorial_pytorch
In this repository we give a basic introduction to Pytorch
Variable-annuities
Variable annuities notebook based on Bauer, D., Kling, A., & Russ, J. (2008). A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities
video-analysis-and-tracking
Analysis of video and tracking using Hough Transform and ROI
Weighted_MAX_SAT_problems_solving
Given a set of rules with weights, the goal of is to find the KB with the highest weight. If there are several, find the one with the least number of atoms