Gregor's repositories
AnfisTensorflow2.0
This is an implementation of Adaptive-Network-Based Fuzzy Inference System (ANFIS) based on Keras on top of Tensorflow 2.0.
S-ANFIS-PyTorch
An Implementation of the State-Adaptive Neuro-Fuzzy Inference System (S-ANFIS) based on Pytorch. Also Repository to my package "sanfis".
Deep_Learning_in_Asset_Pricing
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138
Language:Jupyter Notebook000
PortfolioRebalancingOptimization
A stock price simulation that optimizes the dynamic sharpe ratio of a portfolio. The sandbox includes several hyperparameters.