Jaekeun Lee's starred repositories
TensorNetwork
A library for easy and efficient manipulation of tensor networks.
delta_hedge
A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.
Options-Project
Research on options using machine learning algorithms trained on historical data.
bayesian_relativity_analysis
A fully Bayesian way to determine premium relativities in insurance.
NHLPlayoffs
An attempt to predict the NHL Playoffs.
US-to-CAD-Exchange-Rate-Forecasting
An attempt to forecast the US to CAD Exchange Rate