RossAidan's repositories
deep_rough_calibration
C Bayer, B Stemper (2018). Deep calibration of rough stochastic volatility models.
Language:Jupyter Notebook000
DeepLearning
ML/AI practice and competitions - Projects that I find interesting
ModelCalibration
Interest Rate model Calibration with learning
OptionPricingFun
Option Pricing Models and examples in various programming languages
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Pytorch-UNet
Pytorch implementation of the U-Net for image semantic segmentation, with dense CRF post-processing
stochastic
Generate realizations of stochastic processes in python.
Language:PythonMIT000
torchdiffeq
Differentiable ODE solvers with full GPU support and O(1)-memory backpropagation.
Language:PythonMIT000