hammouc
Engineer/applied mathematician/computational scientist focused on quantitative finance/uncertainty quantification/computational biology/numerical analysis
Utrecht UniversityUtrecht, Netherlands
Pinned Repositories
DRL-for-Energy-Systems-Optimal-Scheduling
The source code for Performance comparision of Deep RL algorithms for Energy Systems Optimal Scheduling
FinancePy
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
FundamentalsNumericalComputation.jl
Core functions for the Julia (2nd) edition of the text Fundamentals of Numerical Computation, by Driscoll and Braun.
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.
KAN-Tutorial
Understanding Kolmogorov-Arnold Networks: A Tutorial Series on KAN using Toy Examples
LTSF-Linear
[AAAI-23 Oral] Official implementation of the paper "Are Transformers Effective for Time Series Forecasting?"
MLMCandMultifidelityForABC
Work-in progress code for paper exploring tuning of MLMC and Multifidelity for ABC inference for stochastic biochemical reaction networks models.
Multilevel-Monte-Carlo-with-Importance-Sampling-for-SRNs
This repository includes Matlab codes/routines that were used in our manuscript entitled "Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks" that can be found in this preprint: https://arxiv.org/abs/1911.06286
open-meteo
Free Weather Forecast API for non-commercial use
Parametric_Uncertainty_Quantification_option_pricing
This repository includes Matlab codes/routines that were used in my Bachelor thesis entitled "Numerical Methods For Uncertainty Quantification In Option Pricing" that can be found in: https://www.researchgate.net/publication/330005261_Numerical_Methods_For_Uncertainty_Quantification_In_Option_Pricing.
hammouc's Repositories
hammouc/Multilevel-Monte-Carlo-with-Importance-Sampling-for-SRNs
This repository includes Matlab codes/routines that were used in our manuscript entitled "Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks" that can be found in this preprint: https://arxiv.org/abs/1911.06286
hammouc/Parametric_Uncertainty_Quantification_option_pricing
This repository includes Matlab codes/routines that were used in my Bachelor thesis entitled "Numerical Methods For Uncertainty Quantification In Option Pricing" that can be found in: https://www.researchgate.net/publication/330005261_Numerical_Methods_For_Uncertainty_Quantification_In_Option_Pricing.
hammouc/DRL-for-Energy-Systems-Optimal-Scheduling
The source code for Performance comparision of Deep RL algorithms for Energy Systems Optimal Scheduling
hammouc/FinancePy
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
hammouc/FundamentalsNumericalComputation.jl
Core functions for the Julia (2nd) edition of the text Fundamentals of Numerical Computation, by Driscoll and Braun.
hammouc/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.
hammouc/KAN-Tutorial
Understanding Kolmogorov-Arnold Networks: A Tutorial Series on KAN using Toy Examples
hammouc/LTSF-Linear
[AAAI-23 Oral] Official implementation of the paper "Are Transformers Effective for Time Series Forecasting?"
hammouc/MLMCandMultifidelityForABC
Work-in progress code for paper exploring tuning of MLMC and Multifidelity for ABC inference for stochastic biochemical reaction networks models.
hammouc/open-meteo
Free Weather Forecast API for non-commercial use
hammouc/Optimal-Energy-System-Scheduling-Combining-Mixed-Integer-Programming-and-Deep-Reinforcement-Learning
The Source code for paper "Optimal Energy System Scheduling Combining Mixed-Integer Programming and Deep Reinforcement Learning". Safe reinforcement learning, energy management
hammouc/PROJ_Option_Pricing_Matlab
Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
hammouc/QuantFinanceBook
Quantitative Finance book
hammouc/QuantLib
The QuantLib C++ library
hammouc/Warne2018
Codes associated with Warne, Baker and Simpson (2018) Implementations of simulation and inference algorithms for stochastic reaction networks: from basic concepts to state-of-the-art
hammouc/pymle
Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)