lixuanze

american_option_valuation

Valuation of American options using binomial trees, and numerical approximation of the exercise boundaries for various underlying.

AssignmentDue

University of Toronto NewHacks 2020

Bayesian-Neural-Networks

Pytorch implementations of Bayes By Backprop, MC Dropout, SGLD, the Local Reparametrization Trick, KF-Laplace, SG-HMC and more

Bayesian_neural_network_papers

Papers for Bayesian-NN

bayesianLSTM

Bayesian LSTM (Tensorflow)

COVID19_Tweets_Dataset

COVID-19 Tweets Dataset

DeepOptimalStop

Neural Net to compute optimal stop for Bermudan option

GP-CVA

hybrid-ARIMA-LSTM-model

A financial model to forecast next day SPY closing prices

MDP-DP-RL

Markov Decision Processes, Dynamic Programming and Reinforcement Learning

medium_articles_code

This repo contains all codes of the articles that I have published on Medium

mta

Multi-Touch Attribution

Optimal-Trading-Price

A reinforcement learning model that finds the optimal Trading Price for SPY stock options using Q-learning.

os_rl_papercode

Parsing-PDFs-using-YOLOV3

Parsing pdf tables using YOLOV3

scholarly

Retrieve author and publication information from Google Scholar in a friendly, Pythonic way

semanticscholar

A python library that aims to retrieve data from Semantic Scholar API

anomaly-detection

Co-Star-WebScrapping-Code

Fidelity_Next_Best_Action_Project_Repository

This is the Fidelity's Next Best Action Project Repository.

FINN

RL_Real_Options_Valuation_Exercise_Boundary_Fitting

sales-forecasting

STA2201

My Lab Works for STA2201: Methods of Applied Statistics II at University of Toronto

UNet-and-its-Variants-Paper

UNet and its Variants