Pinned Repositories
american_option_valuation
Valuation of American options using binomial trees, and numerical approximation of the exercise boundaries for various underlying.
AssignmentDue
University of Toronto NewHacks 2020
Bayesian-Neural-Networks
Pytorch implementations of Bayes By Backprop, MC Dropout, SGLD, the Local Reparametrization Trick, KF-Laplace, SG-HMC and more
Bayesian_neural_network_papers
Papers for Bayesian-NN
bayesianLSTM
Bayesian LSTM (Tensorflow)
COVID19_Tweets_Dataset
COVID-19 Tweets Dataset
DeepOptimalStop
Neural Net to compute optimal stop for Bermudan option
GP-CVA
hybrid-ARIMA-LSTM-model
A financial model to forecast next day SPY closing prices
MDP-DP-RL
Markov Decision Processes, Dynamic Programming and Reinforcement Learning
lixuanze's Repositories
lixuanze/american_option_valuation
Valuation of American options using binomial trees, and numerical approximation of the exercise boundaries for various underlying.
lixuanze/AssignmentDue
University of Toronto NewHacks 2020
lixuanze/Bayesian-Neural-Networks
Pytorch implementations of Bayes By Backprop, MC Dropout, SGLD, the Local Reparametrization Trick, KF-Laplace, SG-HMC and more
lixuanze/Bayesian_neural_network_papers
Papers for Bayesian-NN
lixuanze/bayesianLSTM
Bayesian LSTM (Tensorflow)
lixuanze/COVID19_Tweets_Dataset
COVID-19 Tweets Dataset
lixuanze/DeepOptimalStop
Neural Net to compute optimal stop for Bermudan option
lixuanze/GP-CVA
lixuanze/hybrid-ARIMA-LSTM-model
A financial model to forecast next day SPY closing prices
lixuanze/MDP-DP-RL
Markov Decision Processes, Dynamic Programming and Reinforcement Learning
lixuanze/medium_articles_code
This repo contains all codes of the articles that I have published on Medium
lixuanze/mta
Multi-Touch Attribution
lixuanze/Optimal-Trading-Price
A reinforcement learning model that finds the optimal Trading Price for SPY stock options using Q-learning.
lixuanze/os_rl_papercode
lixuanze/Parsing-PDFs-using-YOLOV3
Parsing pdf tables using YOLOV3
lixuanze/scholarly
Retrieve author and publication information from Google Scholar in a friendly, Pythonic way
lixuanze/semanticscholar
A python library that aims to retrieve data from Semantic Scholar API
lixuanze/anomaly-detection
lixuanze/Co-Star-WebScrapping-Code
lixuanze/Fidelity_Next_Best_Action_Project_Repository
This is the Fidelity's Next Best Action Project Repository.
lixuanze/FINN
lixuanze/RL_Real_Options_Valuation_Exercise_Boundary_Fitting
lixuanze/sales-forecasting
lixuanze/STA2201
My Lab Works for STA2201: Methods of Applied Statistics II at University of Toronto
lixuanze/UNet-and-its-Variants-Paper
UNet and its Variants