jiefeiy

jiefeiy's Stars

• ShusenTang/Dive-into-DL-PyTorch

  本项目将《动手学深度学习》(Dive into Deep Learning)原书中的MXNet实现改为PyTorch实现。

  Language:Jupyter Notebook18.5k3871515.4k

• cantaro86/Financial-Models-Numerical-Methods

  Collection of notebooks about quantitative finance, with interactive python code.

  Language:Jupyter Notebook5.7k143151k

• zhoubolei/introRL

  Intro to Reinforcement Learning (强化学习纲要）

  3.3k928489

• letianzj/QuantResearch

  Quantitative analysis, strategies and backtests

  Language:Jupyter Notebook2.3k765476

• coin-or/Ipopt

  COIN-OR Interior Point Optimizer IPOPT

  Language:C++1.5k46598286

• zhijing-jin/nlp-phd-global-equality

  A repo for open resources & information for people to succeed in PhD in CS & career in AI / NLP

  87721073

• frankhan91/DeepBSDE

  Deep BSDE solver in TensorFlow

  Language:Python260168129

• PrincetonUniversity/hpc_beginning_workshop

  Language:Shell1398244

• StanfordASL/hj_reachability

  Hamilton-Jacobi reachability analysis in JAX.

  Language:Python1185919

• HeKrRuTe/OptStopRandNN

  code for "Optimal Stopping via Randomized Neural Networks"

  Language:Python501010

• springer-math/Numerical-Methods-for-Stochastic-Partial-Differential-Equations-with-White-Noise

  Matlab codes accompanying Numerical Methods for Stochastic Partial Differential Equations with White Noise

  Language:Matlab24409

• UCSD-SASLab/HopfReachability

  Julia package for computing Hamilton-Jacobi Reachability of optimal 2-player (control/disturbance) differential games via Hopf optimization

  Language:Julia17302

• msabvid/DeepLearning-StochasticControl

  Bellman Equation, Pontryagin Maximum Principle, and Deep Learning to solve stochastic control problems

  Language:Jupyter Notebook8204

• simone-brugiapaglia/sparse-hd-book

  This is a repository associated with the book "Sparse Polynomial Approximation of High-Dimensional Functions" by Ben Adcock, Simone Brugiapaglia, and Clayton G. Webster to be published by SIAM in late 2021.

  Language:MATLAB8201

• dolgov/TT-HJB

  Tensor Train implementation of Newton policy iteration for Hamilton-Jacobi-Bellman equations

  Language:MATLAB3102

• mcpca/marlin

  A parallel solver for first-order static Hamilton-Jacobi PDEs

  Language:C++3202

• RJDennis/HyperbolicCrossApprox.jl

  A Julia package to approximate multivariate continuous functions using a hyperbolic cross.

  Language:Julia32230

• nguwijy/deep_branching_with_domain

  Language:Jupyter Notebook20

• gdetor/differential_equations_dnn

  Solve differential equations using deep neural networks

  Language:Python110

• leokan92/optimal-stopping-cnn

  Using CNN architeture of ANN to solve the optimal stopping problem of Bermundan options

  Language:Python1100