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  1. contract-level-iv-prediction contract-level-iv-prediction Public

    Codebase accompanying the paper on contract-level IV surface prediction using transformer architectures.

    Python

  2. gp-fvm gp-fvm Public

    Forked from timweiland/gp-fvm

    Probabilistic Finite Volume Method based on Affine Gaussian Process inference

    Jupyter Notebook

  3. linpde-gp linpde-gp Public

    Forked from timweiland/linpde-gp

    Code for the Paper "Physics-Informed Gaussian Process Regression Generalizes Linear PDE Solvers"

    Python

  4. TradingBot TradingBot Public

    Forked from samuelfu/TradingBot

    MIT Trading Competition algorithmic trading of options and securities

    Python

  5. volesti volesti Public

    Forked from GeomScale/volesti

    Practical volume computation and sampling in high dimensions

    C++

  6. GeomScale/volesti GeomScale/volesti Public

    Practical volume computation and sampling in high dimensions

    C++ 177 149