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Meshless-Methods-for-American-Option-Pricing-by-using-Physics-Informed-Neural-Networks
Meshless-Methods-for-American-Option-Pricing-by-using-Physics-Informed-Neural-Networks PublicThis repository is created to share code for American put option pricing by means of Physics Informed Neural Networks (PINN)
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Clustering4Investment
Clustering4Investment PublicThis project contains some code related to the construction of an investment strategy based on clustering. In particular, a study of multiple time-horizons risk factors is carried out.
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Predictive-Maintenance-for-Offshore-Oil-Wells-by-Means-of-Deep-Learnin
Predictive-Maintenance-for-Offshore-Oil-Wells-by-Means-of-Deep-Learnin PublicIn this work, we propose a Deep Learning approach for the feature extraction in the offshore oil wells monitoring context, exploiting the public 3W dataset, well-known in literature. There is a cla…
Python 2
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Realized_Risk_Measures
Realized_Risk_Measures PublicA collection of tools for filtering daily risk measures starting from the high-frequency observations.
Python
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