Mikhail Artukhov's repositories
awc
Adaptive Weights Clustering
BayesMAR
Bayesian Median Autoregressive model for time series forecasting
DupireNN
Neural network local volatility with dupire formula
FAIRforecast
Automatic interpretable sales forecasting for R
fastai
The fastai deep learning library
GLR_ADV
Training artificial neural networks by generalized likelihood ratio method:exploring brain-like learning to improve adversarial defensiveness
MLAlgorithms
Minimal and clean examples of machine learning algorithms implementations
MultiTransformer
Transformer and MultiTransformer layers for stock volatility forecasting purposes
pyalgotrade
Python Algorithmic Trading Library
Pyrgos
Репозиторий содержит коды программного комплекса "Пиргос" (разработан в при поддержке РФФИ в рамках проекта 15-32-01390), направленного на регистрацию в ФГБУ «Федеральный институт промышленной собственности», заявление № 252062129. The repository contains the code and libraries for Pyrgos solution for market calibration, risk management and option pricing. The code and algorithms provided are invented during the research supported by RFBR grant (project 15-32-01390)
scalable-data-driven-assortment-planning
Code accompanying paper titled "Optimizing Revenue over Data-driven Assortments" (2017)
SETAR_Trees
This repository contains the experiments related to a new and accurate tree-based global forecasting algorithm named, SETAR-Tree.