mfrdixon

Pinned Repositories

alpha-RNN
alpha-RNN
Language:Jupyter Notebook27 3 022
Deep_Fundamental_Factors
Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
Language:Jupyter Notebook60 3 232
dq-MM
Deep Q-Learning for Market Making
Language:Python118 6 147
G-Learning-Wealth-Management
Language:Jupyter Notebook19 4 06
GP-CVA
Language:Jupyter Notebook13 3 116
gpusvcalibration
Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs
Language:R9 3 011
Intel
Example computational finance codes for compilation on the Intel Xeon Phi (KNL and KNC) and Intel Xeon many-core x86 CPU
Language:C++8 4 09
ML_Finance_Codes
Machine Learning in Finance: From Theory to Practice Book
Language:Jupyter Notebook1.8k 61 8489
MLEMVD
Maximum likelihood estimators for multi-variate diffusions with an example Heston model calibration
Language:R7 3 09
MSRNN
Markov Switching RNNs
Language:Jupyter Notebook8 3 09

mfrdixon's Repositories

mfrdixon/ML_Finance_Codes
Machine Learning in Finance: From Theory to Practice Book
Language:Jupyter Notebook1.8k 61 8489
mfrdixon/dq-MM
Deep Q-Learning for Market Making
Language:Python118 6 147
mfrdixon/Deep_Fundamental_Factors
Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
Language:Jupyter Notebook60 3 232
mfrdixon/alpha-RNN
alpha-RNN
Language:Jupyter Notebook27 3 022
mfrdixon/G-Learning-Wealth-Management
Language:Jupyter Notebook19 4 06
mfrdixon/GP-CVA
Language:Jupyter Notebook13 3 116
mfrdixon/gpusvcalibration
Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs
Language:R9 3 011
mfrdixon/Intel
Example computational finance codes for compilation on the Intel Xeon Phi (KNL and KNC) and Intel Xeon many-core x86 CPU
Language:C++8 4 09
mfrdixon/MSRNN
Markov Switching RNNs
Language:Jupyter Notebook8 3 09
mfrdixon/MLEMVD
Maximum likelihood estimators for multi-variate diffusions with an example Heston model calibration
Language:R7 3 09
mfrdixon/NNs_options
Language:Jupyter Notebook7 2 09
mfrdixon/OSTSC
Over sampling for time series classification
Language:R6 3 09
mfrdixon/RiskDecomposition
R example code to demonstrate the concept of computing manager component VaR as described in http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2610188
Language:R6 3 08
mfrdixon/deep-learning-tutorials
Language:Jupyter Notebook4 2 05
mfrdixon/MachineLearningProject
Language:Python2 2 05
mfrdixon/ICE
ICE method for bias avoiding inference
Language:R1 2 03
mfrdixon/matex
Machine Learning Toolkit for Extreme Scale (MaTEx)
Language:C1 2 04
mfrdixon/plant_disease_detection
1 2 03
mfrdixon/cryptocurrencies
📋 Get a list of all the cryptocurrency symbols and names.
Language:JavaScript1 0