Songyan Hou's repositories
NeuralHedge
Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization
benchmark_VAE
Unifying Variational Autoencoder (VAE) implementations in Pytorch (NeurIPS 2022)
Language:PythonApache-2.0000
Generative-Model-Signature-MMD
Code for "Generative model for financial time series trained with MMD using a signature kernel"
Language:Jupyter NotebookMIT000
Language:Jupyter Notebook000