Calibration of parameters of Heston and Bates models using Markov Chain Monte Carlo (MCMC)

Scripts for Detecting Jumps, Calibrating Models, and Pricing Options under Jump Diffusion

Neural networks to solve Black-Scholes PDE equations with Poisson Jump Diffusion process.

Bayesian filtering of jump diffusions. Final project for Stat 906

The official implementation of "The Shapley Value of Classifiers in Ensemble Games" (CIKM 2021).

The Quant by Improbability Labs

Baruch MFE program quant lab

This includes a notebook on how to implement Quantitative Strategies, specifically the Pairs Trading Algorithm.

DCC GARCH modeling in Python

Constrained Policy Optimization

The content of this repository is mainly about the "Volatility is rough" paper written by Jim Gatheral, Thibault Jaisson and Mathieu Rosenbaum.

C Bayer, B Stemper (2018). Deep calibration of rough stochastic volatility models.

The pricing models and neural network representations used in part one of the paper "Empirical analysis of rough and classical stochastic volatility models to the SPX and VIX markets".

Implement a ChatGPT-like LLM in PyTorch from scratch, step by step

Multivariate Time-Series Anomaly Detection with GNN.

Code for our VLDB'22 paper Decoupled Dynamic Spatial-Temporal Graph Neural Network for Traffic Forecasting.

Hierarchical Graph Pooling with Structure Learning

Deep Q-learning (DQN) for Multi-agent Reinforcement Learning (RL)

Osintgram is a OSINT tool on Instagram. It offers an interactive shell to perform analysis on Instagram account of any users by its nickname

ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.

Build a healthcare platform that streamlines patient registration, appointment scheduling, and medical records, and learn to implement complex forms and SMS notifications.

Bring portraits to life!

Payload is the open-source, fullstack Next.js framework, giving you instant backend superpowers. Get a full TypeScript backend and admin panel instantly. Use Payload as a headless CMS or for buildi…

A data visualization and analytics component, especially well-suited for large and/or streaming datasets.

An open-source & self-hostable Heroku / Netlify / Vercel alternative.