Pinned Repositories
cot-gan
COT-GAN: Generating Sequential Data via Causal Optimal Transport
CS5228
Project
ds3_kernel_testing
Material for the practical of the DS3 course on "Representing and comparing probabilities with kernels"
Generative-Model-Signature-MMD
Code for "Generative model for financial time series trained with MMD using a signature kernel"
higherOrderKME
HMMforCF
MMD-GAN
MMD-GAN: Towards Deeper Understanding of Moment Matching Network
RL_Agents
Base code for different RL algorithms
rough_bergomi
A Python implementation of the rough Bergomi model.
sigker-nsdes
Code accompanying the paper "Non-adversarial training of Neural SDEs with signature kernel scores".
luchungi's Repositories
luchungi/HMMforCF
luchungi/cot-gan
COT-GAN: Generating Sequential Data via Causal Optimal Transport
luchungi/CS5228
Project
luchungi/ds3_kernel_testing
Material for the practical of the DS3 course on "Representing and comparing probabilities with kernels"
luchungi/Generative-Model-Signature-MMD
Code for "Generative model for financial time series trained with MMD using a signature kernel"
luchungi/higherOrderKME
luchungi/MMD-GAN
MMD-GAN: Towards Deeper Understanding of Moment Matching Network
luchungi/RL_Agents
Base code for different RL algorithms
luchungi/rough_bergomi
A Python implementation of the rough Bergomi model.
luchungi/sigker-nsdes
Code accompanying the paper "Non-adversarial training of Neural SDEs with signature kernel scores".
luchungi/Sigkernel
Follows https://github.com/tgcsaba/KSig converted into pytorch
luchungi/SigMusic
Using the signature kernel for the MMD metric for a SGM to generate new music
luchungi/signature_applications
Example applications of path signatures
luchungi/VolatilityIsMostlyPathDependent
Code for the paper Volatility is (mostly) path-dependent