beezbbees

pml-book

"Probabilistic Machine Learning" - a book series by Kevin Murphy

monte-carlo-radiation

GPU C++ Monte Carlo Radiation Simulation with NVIDIA Thrust

monte-carlo

Sequential, multithreaded and parallel implementation of Monte Carlo method with the use of modern C++ and OpenMP/OpenMPI (CPU) and CUDA (GPU).

benchmarking-fft

choosing FFT library...

reinforcement-learning-option-pricing

A DQN agent that optimally hedges an options portfolio.

performer-pytorch

An implementation of Performer, a linear attention-based transformer, in Pytorch

OptStopRandNN

code for "Optimal Stopping via Randomized Neural Networks"

Deep-Optimal-Stopping

Deep Optimal Stopping Project

Least-Square-Monte-Carlo

A Program to calculate the price of American put or call option with Least Square Monte Carlo

Deep-Optimal-Stopping

Pricing American style option by estimating optimal stopping time using deep learning

TreeFactor

normaldist-benchmark

Normally Distributed Random Number Generator Benchmark

cyipopt

Cython interface for the interior point optimzer IPOPT

MATLABAutoDiff

Automatic Differentiation Package for MATLAB

nlopt

library for nonlinear optimization, wrapping many algorithms for global and local, constrained or unconstrained, optimization

custom-op

Guide for building custom op for TensorFlow

reinforcement-learning

Implementation of Reinforcement Learning Algorithms. Python, OpenAI Gym, Tensorflow. Exercises and Solutions to accompany Sutton's Book and David Silver's course.

Cbc

COIN-OR Branch-and-Cut solver

pytorch-ddpg

Implementation of the Deep Deterministic Policy Gradient (DDPG) using PyTorch

deep-hedging

Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.

PGPortfolio

PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"(https://arxiv.org/pdf/1706.10059.pdf).

qtrader

Reinforcement Learning for Portfolio Management

Distributed_DDPG

Parallel implementation of DDPG

squig-rl

Personal Collection of Reinforcement Learning Algorithms. So far: Parallelized DDPG,...

pddpg_tennis

Parallel DDPG Actor Critic architecture on Unity Tennis environment

Asynchronous-DDPG_distributed_tensorflow

Distributed Tensorflow Implementation of Asynchronous DDPG

learningtorun_2018

An asynchronous DDPG algorithm with multiple Actor-Critic pairs. Fourth place in NeurIPS 2018: AI for Prosthetics Challenge.

Quant_Portfolio_Management

A deep reinforcement learning model for portfolio management. For more info, check

Deep-RL-Keras

Keras Implementation of popular Deep RL Algorithms (A3C, DDQN, DDPG, Dueling DDQN)

Original-Codes-from-Numerical-Methods-in-Engineering-with-Python-3

A Tour of the Book 'Numerical Methods in Engineering with Python