FlorianKrach

Denise

code for Denise: Deep Robust Principal Component Analysis for Positive Semidefinite Matrices

A-Study-of-GANs

Code accompanying my master's thesis.

alluvial_diagram

A python script for generating "alluvial" styled bipartite diagrams, using matplotlib and numpy

Apple-Automatic-Appearance-Mode-Switcher-for-Nighttime

Applescript to switch the appearence mode from light to dark on macOS Mojave automatically during nighttime

CalibrationNN

Model Calibration with Neural Networks

PD-NJODE

This repo is the official implementation for the series of works on (Path-dependent) Neural Jump ODEs.

RegretOptimalFederatedTransferLearning

Official implementation of "Regret-Optimal Federated Transfer Learning for Kernel Regression -- With Applications in American Option Pricing"

RobustUtilityOptimizationGAN

Official implementation of the paper "Robust Utility Optimization via a GAN Approach"

OptStopRandNN

code for "Optimal Stopping via Randomized Neural Networks"

NJODE

code for "Neural Jump Ordinary Differential Equations"

FlorianKrach/PD-NJODE

This repo is the official implementation for the series of works on (Path-dependent) Neural Jump ODEs.

FlorianKrach/RegretOptimalFederatedTransferLearning

Official implementation of "Regret-Optimal Federated Transfer Learning for Kernel Regression -- With Applications in American Option Pricing"

FlorianKrach/RobustUtilityOptimizationGAN

Official implementation of the paper "Robust Utility Optimization via a GAN Approach"

FlorianKrach/Apple-Automatic-Appearance-Mode-Switcher-for-Nighttime

Applescript to switch the appearence mode from light to dark on macOS Mojave automatically during nighttime

FlorianKrach/CalibrationNN

Model Calibration with Neural Networks

FlorianKrach/A-Study-of-GANs

Code accompanying my master's thesis.

FlorianKrach/alluvial_diagram

A python script for generating "alluvial" styled bipartite diagrams, using matplotlib and numpy

FlorianKrach/LMS-model

LMS model for percentile curves

FlorianKrach/LMS-zscore-app

standalone macOS and Windows application for Z-Score computation

FlorianKrach/scientific-LMS-zscore-app

python program to compute z-scores with LEAD LMS reference values for data-files

FlorianKrach/CarbonCostLiabilitiesPowerUtilities

Official Implementation of the paper "The Financial Impact of Carbon Emissions on Power Utilities Under Climate Scenarios"

FlorianKrach/Telegram-Bot-Install