TakahiroCecilHasegawa
CEO and Quantitative Analyst (who is a specialist of mathematical finance at the business side) at Omega Partners Inc.
Omega Partners Inc.Tokyo
Pinned Repositories
Caplet_Formulae_for_Backward-Looking_Term_Rates_with_Hull-White_Model
Caplet Formulae for Backward-Looking Term Rates with Hull-White Model
ccg2lambda
finmath-lib
Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
GATNE
Source code and dataset for KDD 2019 paper "Representation Learning for Attributed Multiplex Heterogeneous Network"
HELP
HELP: a dataset for Handling Entailments with Lexical and logical Phenomena (Ver.1.0)
omegaQlProject
This is one of the projects of Omega Partners Inc, OmegaQlproject to construct yield curve of Risk Free Rate, SOFR and TONAR.
QuantLib
The QuantLib C++ library
QuantLibPractice
tf2-gnn
TensorFlow 2 library implementing Graph Neural Networks
yield-curve
TakahiroCecilHasegawa's Repositories
TakahiroCecilHasegawa/omegaQlProject
This is one of the projects of Omega Partners Inc, OmegaQlproject to construct yield curve of Risk Free Rate, SOFR and TONAR.
TakahiroCecilHasegawa/Caplet_Formulae_for_Backward-Looking_Term_Rates_with_Hull-White_Model
Caplet Formulae for Backward-Looking Term Rates with Hull-White Model
TakahiroCecilHasegawa/ccg2lambda
TakahiroCecilHasegawa/finmath-lib
Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
TakahiroCecilHasegawa/GATNE
Source code and dataset for KDD 2019 paper "Representation Learning for Attributed Multiplex Heterogeneous Network"
TakahiroCecilHasegawa/HELP
HELP: a dataset for Handling Entailments with Lexical and logical Phenomena (Ver.1.0)
TakahiroCecilHasegawa/QuantLib
The QuantLib C++ library
TakahiroCecilHasegawa/QuantLibPractice
TakahiroCecilHasegawa/tf2-gnn
TensorFlow 2 library implementing Graph Neural Networks
TakahiroCecilHasegawa/yield-curve