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36 followers · 5 following
  • Simtopia / The University of Edinburgh
  • Edinburgh

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Achievement: QuickdrawAchievement: Pull Sharkx2Achievement: Pair ExtraordinaireAchievement: Starstruck

Achievements

Achievement: QuickdrawAchievement: Pull Sharkx2Achievement: Pair ExtraordinaireAchievement: Starstruck

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@simtopia

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Pinned

  1. simtopia/verbs-examples simtopia/verbs-examples Public

    Examples of simulations implemented using VERBS

    Python 2

  2. SigFiltering SigFiltering Public

    Sampling from the solution of the Zakai equation, using the Signature and Conditional Wasserstein GANs

    Python 5 1

  3. Deep-PPDE Deep-PPDE Public

    Deep Learning methods to solve path-dependent PDEs / to price path-dependent derivatives like exotic options

    Python 31 3

  4. Deep-PDE-Solvers Deep-PDE-Solvers Public

    Unbiased Deep Learning based Solvers for parametric PDEs

    Python 10 6

  5. robust_nsde robust_nsde Public

    Robust pricing and hedging via Neural SDEs

    Python 29 12

  6. DeepLearning-StochasticControl DeepLearning-StochasticControl Public

    Bellman Equation, Pontryagin Maximum Principle, and Deep Learning to solve stochastic control problems

    Jupyter Notebook 7 2