mfrdixon

ML_Finance_Codes. Machine Learning in Finance: From Theory to Practice Book

dq-MM. Deep Q-Learning for Market Making

Deep_Fundamental_Factors. Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677

alpha-RNN. alpha-RNN

G-Learning-Wealth-Management. Jupyter Notebook

GP-CVA. Jupyter Notebook

gpusvcalibration. Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs

Intel. Example computational finance codes for compilation on the Intel Xeon Phi (KNL and KNC) and Intel Xeon many-core x86 CPU

MSRNN. Markov Switching RNNs

MLEMVD. Maximum likelihood estimators for multi-variate diffusions with an example Heston model calibration

NNs_options. Jupyter Notebook

RiskDecomposition. R example code to demonstrate the concept of computing manager component VaR as described in http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2610188

OSTSC. Over sampling for time series classification

deep-learning-tutorials. Jupyter Notebook

bayesian-interactive-risk. Demonstration of Bayesian interactive risk

MachineLearningProject. Python

agentic-AI-as-POMDP. Toy example of validating agentic AI as a POMDP

matex. Machine Learning Toolkit for Extreme Scale (MaTEx)

ICE. ICE method for bias avoiding inference

plant_disease_detection.

belief-at-risk. Belief-at-Risk Prototype accompanying paper