Pinned Repositories
Deep-Hedging
Long-term-Real-Dynamic-Investment-Planning-IME
IME-published article on Long-term Real Dynamic Investment Planning. While we enhance predictability of the real returns of S&P500 Index, we derive optimal non-myopic investment strategy, and we compare its performance with near-optimal Dynamic and Constant Merton investment strategies.
looper
A resource list for causality in statistics, data science and physics
lovely-tensors
Tensors, ready for human consumption
openai-cookbook
Examples and guides for using the OpenAI API
polars
Fast multi-threaded, hybrid-streaming DataFrame library in Rust | Python | Node.js
QuantLib
The QuantLib C++ library
Riskfolio-Lib
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
VodickaPeter's Repositories
VodickaPeter/Long-term-Real-Dynamic-Investment-Planning-IME
IME-published article on Long-term Real Dynamic Investment Planning. While we enhance predictability of the real returns of S&P500 Index, we derive optimal non-myopic investment strategy, and we compare its performance with near-optimal Dynamic and Constant Merton investment strategies.
VodickaPeter/Deep-Hedging
VodickaPeter/looper
A resource list for causality in statistics, data science and physics
VodickaPeter/lovely-tensors
Tensors, ready for human consumption
VodickaPeter/openai-cookbook
Examples and guides for using the OpenAI API
VodickaPeter/polars
Fast multi-threaded, hybrid-streaming DataFrame library in Rust | Python | Node.js
VodickaPeter/QuantLib
The QuantLib C++ library
VodickaPeter/Riskfolio-Lib
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python