Pinned Repositories
a3c_trading
Trading with recurrent actor-critic reinforcement learning
aakinshin.net
My blog
adv-r
Advanced R: a book
Advanced-Machine-Learning-with-Python
Code repository for Advanced Machine Learning with Python, published by Packt
ai-journey-2019
Материалы соревнования AI Journey 2019
Credit-Risk-Modeling
Credit Risk Models for Scorecards, PD, LGD, EAD
hse-shad-ml
Введение в машинное обучение. Курс от ВШЭ и ШАД на coursera.org
Interest_Rate_Modelling
python, computational finance, interest rate modelling, pricing interest rate options
RiskPortfolios
Functions for the construction of risk-based portfolios
StephanKalika's Repositories
StephanKalika/anomaliesinoptions
In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.
StephanKalika/awesome-machine-learning
A curated list of awesome Machine Learning frameworks, libraries and software.
StephanKalika/awesome-R
A curated list of awesome R packages, frameworks and software.
StephanKalika/BinomialOptModel
A python program to implement the discrete binomial option pricing model
StephanKalika/books
StephanKalika/cookbook-2nd
IPython Cookbook, Second Edition, by Cyrille Rossant, Packt Publishing 2018
StephanKalika/CreditRiskAnalytics
Predicting the default customers
StephanKalika/datacamp-community-tutorials
Tutorials for DataCamp (www.datacamp.com)
StephanKalika/dlookr
Tools for Data Diagnosis, Exploration, Transformation
StephanKalika/gbm
gbm: the old gbm package
StephanKalika/homemade-machine-learning
🤖 Python examples of popular machine learning algorithms with interactive Jupyter demos and math being explained
StephanKalika/Interest-Rate-Modeling-for-Counterparty-Risk
Simulating Interest Rate curves for modeling the CVA charge for an Interest Rate Swap
StephanKalika/LiborMarketModel
Credit Value Adjustment (CVA) calculation for interest rate swaps using a risk neutral Libor Market Model (LMM) calibrated to european swaption implied volatilities.
StephanKalika/Metrics
An R package for common supervised machine learning metrics.
StephanKalika/mit-deep-learning-book-pdf
MIT Deep Learning Book in PDF format (complete and parts) by Ian Goodfellow, Yoshua Bengio and Aaron Courville
StephanKalika/mldb
MLDB is the Machine Learning Database
StephanKalika/mxnet-the-straight-dope
An interactive book on deep learning. Much easy, so MXNet. Wow. [Straight Dope is growing up] ---> Much of this content has been incorporated into the new Dive into Deep Learning Book available at https://d2l.ai/.
StephanKalika/open-solution-home-credit
Open solution to the Home Credit Default Risk challenge :house_with_garden:
StephanKalika/Practical-Time-Series-Analysis-1
Coursera
StephanKalika/qrm-1
qrm
StephanKalika/quant-notes
Quantitative Interview Preparation Guide, updated version here ==>
StephanKalika/recursion-and-dynamic-programming
Python recursion algorithm and Dynamic Programming implementation including Fibonacci, Hanoi Tower, Prime Factorization, Palindrome, Pascal Triangle, Knapsack, Edit Distance
StephanKalika/scorecard
Scorecard Development in R, 评分卡
StephanKalika/scorecardbuilder
R/Shiny interface to build a credit risk scorecard
StephanKalika/scorecardpy
Scorecard Development in python, 评分卡
StephanKalika/scoringValidation
A Credit Risk Scoring Modeling and Validation Package
StephanKalika/shap
A unified approach to explain the output of any machine learning model.
StephanKalika/stanford-tensorflow-tutorials
This repository contains code examples for the Stanford's course: TensorFlow for Deep Learning Research.
StephanKalika/ThePiratesGuideToR
YaRrr! The Pirate's Guide to R
StephanKalika/tidyquant
Bringing financial analysis to the tidyverse