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Loiser's starred repositories

ASP

PHBS Applied Stochastic Processes Course Website

Language:Jupyter NotebookMIT3900

alphagen

Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.

Language:Python44400

Heston-Model-Analytical-and-Simulation

Heston Model Analytical answers and 4 different Simulation schemes

Language:Python700

Implied-Volatility-Modelling

With real market data using Black Scholes and Brentq

Language:Jupyter NotebookApache-2.02100

Qbot

[🔥updating ...] AI 自动量化交易机器人 AI-powered Quantitative Investment Research Platform. 📃 online docs: https://ufund-me.github.io/Qbot ✨ :news: qbot-mini: https://github.com/Charmve/iQuant

Language:Jupyter NotebookMIT662800

OptStopRandNN

code for "Optimal Stopping via Randomized Neural Networks"

Language:PythonMIT4600

Deep-Optimal-Stopping

Deep Optimal Stopping Project

Language:Python1600

Tianchi-AIEarth-2021

Language:Jupyter Notebook300

DPMoe-Python

DP桌宠(PD Moe)

Language:Python600

cryptol

Cryptol: The Language of Cryptography

Language:HaskellBSD-3-Clause112200