yenvv

financial-machine-learning

A curated list of practical financial machine learning tools and applications.

CAMLab-DLSCTutorials

tianshou

An elegant PyTorch deep reinforcement learning library.

PINNs

Physics Informed Deep Learning: Data-driven Solutions and Discovery of Nonlinear Partial Differential Equations

pinns-tf2

PINNs-TF2, Physics-informed Neural Networks (PINNs) implemented in TensorFlow V2.

pymc

Bayesian Modeling in Python

deephedging

Implementation of the vanilla Deep Hedging engine

MFGLib

A library for mean-field games.

Market-Making-with-Deep-Reinforcement-Learning-from-Limit-Order-Books

This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"

deep-reinforcement-learning-python

Source Code for 'Deep Reinforcement Learning with Python' by Nimish Sanghi

mlfbook

robust_nsde

Robust pricing and hedging via Neural SDEs