justinhou95
PhD Student - Insurance Mathematics and Stochastic Finance, D-MATH at ETH Zürich. Research on Mathematical Finance and Machine Learning.
ETH ZürichZürich
Pinned Repositories
al-folio
A beautiful, simple, clean, and responsive Jekyll theme for academics
benchmark_VAE
Unifying Variational Autoencoder (VAE) implementations in Pytorch (NeurIPS 2022)
financial-machine-learning
A curated list of practical financial machine learning tools and applications.
PortfolioOptimization
AdaptedWassersteinDistance
benchmark_VAE
Unifying Variational Autoencoder (VAE) implementations in Pytorch (NeurIPS 2022)
Generative-Model-Signature-MMD
Code for "Generative model for financial time series trained with MMD using a signature kernel"
justinhou95.github.io
NeuralHedge
Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization
Randomised-Signature-TimeSeries-Generation
justinhou95's Repositories
justinhou95/NeuralHedge
Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization
justinhou95/AdaptedWassersteinDistance
justinhou95/benchmark_VAE
Unifying Variational Autoencoder (VAE) implementations in Pytorch (NeurIPS 2022)
justinhou95/Generative-Model-Signature-MMD
Code for "Generative model for financial time series trained with MMD using a signature kernel"
justinhou95/justinhou95.github.io
justinhou95/Randomised-Signature-TimeSeries-Generation