IngiOrn's repositories
Probabilistic-Programming-and-Bayesian-Methods-for-Hackers
aka "Bayesian Methods for Hackers": An introduction to Bayesian methods + probabilistic programming with a computation/understanding-first, mathematics-second point of view. All in pure Python ;)
altnnpub
Public code for our paper https://ssrn.com/abstract=3958331
AQFED.jl
Julia package for the book "Applied Quantitative Finance for Equity Derivatives"
autograd
Efficiently computes derivatives of numpy code.
datascience
Curated list of Python resources for data science.
Deep-Reinforcement-Learning-Hands-On
Hands-on Deep Reinforcement Learning, published by Packt
deepmind-research
This repository contains implementations and illustrative code to accompany DeepMind publications
finmath-lib
Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
fplanck
Numerically solve the Fokker-Planck equation in N dimensions
fypy
Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.
handson-ml2
A series of Jupyter notebooks that walk you through the fundamentals of Machine Learning and Deep Learning in Python using Scikit-Learn, Keras and TensorFlow 2.
Hawkes-1
a python package for simulation and inference of Hawkes processes.
mesa
Mesa is an agent-based modeling framework in Python
mml-book.github.io
Companion webpage to the book "Mathematics For Machine Learning"
muzero-general
MuZero
notebooks
Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Difference' (2021) by Huge and Savine, and cover implementation details left out from the papers.
notebooks-1
Notebooks on how to use Distributed Evolutionary Algorithm in Python (DEAP)
optionvisualizer
Visualize option prices and sensitivities
POT
POT : Python Optimal Transport
PROJ_Option_Pricing_Matlab
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
pymc
Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with Aesara
pymc-examples
Examples of PyMC models, including a library of Jupyter notebooks.
reinforcement-learning-an-introduction
Python Implementation of Reinforcement Learning: An Introduction
TensorFlow-Tutorials
TensorFlow Tutorials with YouTube Videos
tensorly
TensorLy: Tensor Learning in Python.
tf-quant-finance
High-performance TensorFlow library for quantitative finance.
ThinkComplexity2
Book and code for Think Complexity, 2nd edition
volatility-trading
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading