Pinned Repositories
abm-python
affine
Affine term structure modeling Python package. See LICENSE for terms of use.
altnnpub
Public code for our paper https://ssrn.com/abstract=3958331
AQFED.jl
Julia package for the book "Applied Quantitative Finance for Equity Derivatives"
autograd
Efficiently computes derivatives of numpy code.
code_snippets
CompFinLecture
Material for Antoine Savine's Computational Finance Lectures at Copenhagen University & Kings College London
crypto_data
Data
numerical-mooc
A collaborative educational initiative in computational science and engineering.
Probabilistic-Programming-and-Bayesian-Methods-for-Hackers
aka "Bayesian Methods for Hackers": An introduction to Bayesian methods + probabilistic programming with a computation/understanding-first, mathematics-second point of view. All in pure Python ;)
IngiOrn's Repositories
IngiOrn/Probabilistic-Programming-and-Bayesian-Methods-for-Hackers
aka "Bayesian Methods for Hackers": An introduction to Bayesian methods + probabilistic programming with a computation/understanding-first, mathematics-second point of view. All in pure Python ;)
IngiOrn/abm-python
IngiOrn/altnnpub
Public code for our paper https://ssrn.com/abstract=3958331
IngiOrn/AQFED.jl
Julia package for the book "Applied Quantitative Finance for Equity Derivatives"
IngiOrn/autograd
Efficiently computes derivatives of numpy code.
IngiOrn/code_snippets
IngiOrn/datascience
Curated list of Python resources for data science.
IngiOrn/Deep-Reinforcement-Learning-Hands-On
Hands-on Deep Reinforcement Learning, published by Packt
IngiOrn/deepmind-research
This repository contains implementations and illustrative code to accompany DeepMind publications
IngiOrn/finmath-lib
Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
IngiOrn/fplanck
Numerically solve the Fokker-Planck equation in N dimensions
IngiOrn/fypy
Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.
IngiOrn/handson-ml2
A series of Jupyter notebooks that walk you through the fundamentals of Machine Learning and Deep Learning in Python using Scikit-Learn, Keras and TensorFlow 2.
IngiOrn/Hawkes-1
a python package for simulation and inference of Hawkes processes.
IngiOrn/mesa
Mesa is an agent-based modeling framework in Python
IngiOrn/mml-book.github.io
Companion webpage to the book "Mathematics For Machine Learning"
IngiOrn/muzero-general
MuZero
IngiOrn/notebooks
Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Difference' (2021) by Huge and Savine, and cover implementation details left out from the papers.
IngiOrn/notebooks-1
Notebooks on how to use Distributed Evolutionary Algorithm in Python (DEAP)
IngiOrn/optionvisualizer
Visualize option prices and sensitivities
IngiOrn/POT
POT : Python Optimal Transport
IngiOrn/PROJ_Option_Pricing_Matlab
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
IngiOrn/pymc
Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with Aesara
IngiOrn/pymc-examples
Examples of PyMC models, including a library of Jupyter notebooks.
IngiOrn/reinforcement-learning-an-introduction
Python Implementation of Reinforcement Learning: An Introduction
IngiOrn/TensorFlow-Tutorials
TensorFlow Tutorials with YouTube Videos
IngiOrn/tensorly
TensorLy: Tensor Learning in Python.
IngiOrn/tf-quant-finance
High-performance TensorFlow library for quantitative finance.
IngiOrn/ThinkComplexity2
Book and code for Think Complexity, 2nd edition
IngiOrn/volatility-trading
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading