msabvid

Deep-PPDE

Deep Learning methods to solve path-dependent PDEs / to price path-dependent derivatives like exotic options

Solar-Panels-Detection

Detection and location of Solar Panels in aerial images using U-Net

robust_nsde

Robust pricing and hedging via Neural SDEs

Deep-PDE-Solvers

Unbiased Deep Learning based Solvers for parametric PDEs

DeepLearning-StochasticControl

Bellman Equation, Pontryagin Maximum Principle, and Deep Learning to solve stochastic control problems

cpm_agent_based_sim

Control + Bellman equation to find arbitrage strategies in Constant Product Market with constant fees

SigFiltering

Sampling from the solution of the Zakai equation, using the Signature and Conditional Wasserstein GANs

MLMC-MIMC-SGD

Stochastic MCMC methods for Bayesian regression with variance reduction (MLMC with antithetic samples, MIMC with antithetic samples, control variate using MAP estimate) using Pytorch

DeepFiltering

DeepLearning-control

Neural ODEs and torchdiffeq to solve control problems such as LQR

Conditional-Sig-Wasserstein-GANs

leveraged-trading-lending-platforms-app

morpho-blue-oracles

Morpho Blue Oracles

msabvid.github.io

Github Pages template for academic personal websites, forked from mmistakes/minimal-mistakes

Poesia-Visual

Poesia visual - Neural transfer

RL-algorithms

RL_nsde

Secret-Santa

Pygame for Secret Santa Dec-2017

weights_quartet_methods

Zygote.jl

21st century AD