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  1. NeuralHedge NeuralHedge Public

    Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization

    Jupyter Notebook 11 1

  2. TimeCausalVAE TimeCausalVAE Public

    Time-Causal VAE

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  3. Generative-Model-Signature-MMD Generative-Model-Signature-MMD Public

    Forked from luchungi/Generative-Model-Signature-MMD

    Code for "Generative model for financial time series trained with MMD using a signature kernel"

    Jupyter Notebook 1

  4. benchmark_VAE benchmark_VAE Public

    Forked from clementchadebec/benchmark_VAE

    Unifying Variational Autoencoder (VAE) implementations in Pytorch (NeurIPS 2022)

    Python

  5. Randomised-Signature-TimeSeries-Generation Randomised-Signature-TimeSeries-Generation Public

    Forked from niklaswalter/Randomised-Signature-TimeSeries-Generation

    Jupyter Notebook

  6. justinhou95.github.io justinhou95.github.io Public

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