optimal-stopping

There are 8 repositories under optimal-stopping topic.

shehio/Everything-Financial-Engineering
Links for the most relevant topics
28 2 03
369geofreeman/Ornstein_Uhlenbeck_Model
A log likelihood process for optimal entry / exit / stopping.
Language:Jupyter Notebook14 2 04
ChristianYeo/Deep-Optimal-Stopping
Pricing American style option by estimating optimal stopping time using deep learning
Language:Jupyter Notebook11 1 02
PatrickvanEwijk/UpperboundApproachesDuality
Comparative Analysis of Dual Algorithms for high-dimensional Stopping Problems
Language:Jupyter Notebook2 1 00
furkanhaney/car-early-stopping
Instructive game aimed to illustrate the concept of Optimal Stopping in Reinforcement Learning.
Language:CSS1 2 00
donelianc/personal-bachelor-thesis
Repo containing chapters 1-5 from my bachelor thesis
Language:TeX0 2 00
masaok/computer-science-notes
Computer Science Notes 2024 (Decision Theory, Blockchain, etc.)
Language:TypeScript1 0
mehmetozanguven/optimal-stopping-look-then-leap-rule
Practical Implementation for Optimal Stopping Look Then Leap Rule
Language:Java1 0