Interested in deep learning, machine learning as well as their application in Financial engineering and risk management
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University of Oxford
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Project-4-
Project-4- PublicDeep learning models for pricing and hedging a portfolio of derivatives
Jupyter Notebook 2
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DGM
DGM PublicForked from alanraydan/DGM
Implementation of Deep Galerkin Method (DGM) for solving PDEs.
Jupyter Notebook 1
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Project-3-
Project-3- PublicSupport Vector Machine and Mean-Variance model in portfolio optimization
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Project-2-
Project-2- PublicGRU Neural Network with Maximum Likelihood Function as the loss function
Jupyter Notebook
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