Pinned Repositories
AIF360
A comprehensive set of fairness metrics for datasets and machine learning models, explanations for these metrics, and algorithms to mitigate bias in datasets and models.
AIX360
Interpretability and explainability of data and machine learning models
deep-hedging
Exploring the Applications of Deep Hedging by Buehler et. al. (Quantitative Finance, 2019).
Deep-Hedging-of-Long-Term-Financial-Derivatives
This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.
Deep-Reinforcement-Learning-Practice
Practice of Deep Reinforcement Learning with Keras and gym.
DoppelGANger
Using GANs for Sharing Networked Time Series Data: Challenges, Initial Promise, and Open Questions, IMC 2020 (Best Paper Finalist)
FSharpPlus
Extensions for F#
Lean
Lean Algorithmic Trading Engine by QuantConnect (C#, Python, F#, VB, Java)
Skater
Python Library for Model Interpretation/Explanations
systematictradingexamples
Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com
quant1729's Repositories
quant1729/FSharpPlus
Extensions for F#
quant1729/systematictradingexamples
Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com
quant1729/AIX360
Interpretability and explainability of data and machine learning models
quant1729/deep-hedging
Exploring the Applications of Deep Hedging by Buehler et. al. (Quantitative Finance, 2019).
quant1729/DoppelGANger
Using GANs for Sharing Networked Time Series Data: Challenges, Initial Promise, and Open Questions, IMC 2020 (Best Paper Finalist)
quant1729/Skater
Python Library for Model Interpretation/Explanations
quant1729/AIF360
A comprehensive set of fairness metrics for datasets and machine learning models, explanations for these metrics, and algorithms to mitigate bias in datasets and models.
quant1729/Deep-Hedging-of-Long-Term-Financial-Derivatives
This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.
quant1729/Deep-Reinforcement-Learning-Practice
Practice of Deep Reinforcement Learning with Keras and gym.
quant1729/Lean
Lean Algorithmic Trading Engine by QuantConnect (C#, Python, F#, VB, Java)
quant1729/Equal-risk-pricing-with-deep-hedging
This notebook presents an example of the equal risk pricing framework with deep hedging from my paper Carbonneau, A. and Godin, F. (2020). Equal Risk Pricing of Derivatives with Deep Hedging.
quant1729/FsControl
quant1729/Hedging_Neural_Networks
Code for the paper "Hedging with neural networks"
quant1729/lean-monitor
Lean Algorithm Monitor
quant1729/market_simulator
Market simulator
quant1729/pysystemtrade
Systematic Trading in python
quant1729/qlnet
QLNet C# library
quant1729/quantiacs-python
Python version of Quantiacs toolbox and sample trading strategies
quant1729/reinforcement-learning-option-pricing
A DQN agent that optimally hedges an options portfolio.
quant1729/RHestonSLV
quant1729/rightedge-oanda-plugin
Automatically exported from code.google.com/p/rightedge-oanda-plugin
quant1729/rl-hedge-2019
quant1729/rl_markets
Market Making via Reinforcement Learning
quant1729/synthetic_prices_using_MCMC