YannickLimmer

oderl

Experiment code for "Continuous-Time Model-Based Reinforcement Learning"

path-space-PDE-solver

NeuralOC

A Neural Network Approach for Real-Time High-Dimensional Optimal Control

bayesian-torch

A library for Bayesian neural network layers and uncertainty estimation in Deep Learning extending the core of PyTorch

BayesianNeuralNetwork-Tutorial-Metarepos

A meta repository pointing to the other repositories where the implementation of the supplementary examples for our tutorial "Hands-on Bayesian Neural Networks - A Tutorial for Deep Learning Users"

MP-Neural-PDE-Solvers

Repo to the paper "Message Passing Neural PDE Solvers"

SAAM

Spectral Attention Autoregressive Model (SAAM)

differential-deep-learning-volatility

arch

ARCH models in Python

differential-ml

Tensorflow and Pytorch implementation of differential machine learning (https://arxiv.org/abs/2005.02347, by Brian Huge and Antoine Savine).

sigkernel

Differentiable computations for the signature-PDE-kernel on CPU and GPU.

Conditional-Sig-Wasserstein-GANs

deephedging

Implementation of the vanilla Deep Hedging engine

Financial-Models-Numerical-Methods

Collection of notebooks about quantitative finance, with interactive python code.