Farez Siddiqui's repositories
AFL-RL-Botnet-MFG
Trying to apply Angiuli et. al's reinforcement learning algorithm for solving both mean field game and mean field control problems from their paper "Reinforcement Learning for Mean Field Games, with Applications to Economics" to example 7.2.3 of Carmona and Delarue's textbook on mean field games, which is a problem based on the paper "Mean-field-game model for Botnet defense in Cyber-security" by Kolokoltsov and Bensoussan
HJB-Botnet-MFG
I explore how the HJB and Kolmogorov Forward equations are used to solve discrete space continuous-time mean field games as outlined by Carmona and Delarue
blackjack-RL
Solving for the optimal policy for a game of blackjack (with replacement) using a foundational Reinforcement Learning method as described in Sutton and Barto's book "Reinforcement Learning: An Introduction"
FM5091-92-Assignments
Various assignments I did in MATLAB and C# during my programming and algorithms classes during my Masters
FM5092-Final-Project
Monte Carlo exotic option pricer written in C# as a final project for my programming and algorithms class during my Masters
MAD5403
Programming HW assignments for Foundations of Computational Mathematics I
MAD5404
Programming assignments for Foundations of Computational Mathematics II
MAP5615
Code for my Monte Carlo class at FSU
Miscellaneous-Assignments
Repo for miscellaneous programming exercises for various classes