kingaa / pomp

#计算机科学#State-space deep Gaussian processes in Python and Matlab

Simulation of simple and self-avoiding random walks in python.

A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM

Code repository for the paper - "Matryoshka Representation Learning"

#计算机科学#This repository contains the source code for "Stochastic data-driven model predictive control using Gaussian processes" (SDD-GP-MPC).

remaining useful life, residual useful life, remaining life estimation, survival analysis, degradation models, run-to-failure models, condition-based maintenance, CBM, predictive maintenance, PdM, pro...

Inference case studies in knitr

An index of algorithms for learning causality with data

A odds/equity automatique calculator for PokerStars in Python

#计算机科学#General statistics, mathematical programming, and numerical/scientific computing scripts and notebooks in Python

A Julia package for the computation of hard, theoretically guaranteed bounds on the moments of jump-diffusion processes with polynomial data

Repo for scraping option data required for the Black Scholes model. Data is scraped from S&P500 companies

A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization

A curated list of causal inference libraries, resources, and applications.