alessandrognoatto Goto Github PK
Name: Alessandro Gnoatto
Type: User
Company: University of Verona
Location: Verona
Name: Alessandro Gnoatto
Type: User
Company: University of Verona
Location: Verona
Examples for the paper "Pricing of counterparty risk and funding with CSA discounting, portfolio effects and initial margin" https://arxiv.org/abs/1905.11328
Multiple Curve Models based on CBI processes
Here you will find materials for the course of Computational Finance
CreditRisk+ java implementation and portfolio optimization via Genetic Algorithm
Libor curve bootstrapping example from cash, Eurodollar future and interest rate swap instruments.
Implementation of the Deep xVA Solver of Gnoatto, Picarelli and Reisinger (2020) https://arxiv.org/abs/2005.02633
Deep BSDE solver in TensorFlow
Implementation of "A deep solver for BSDEs with jumps"
Some codes used for the numerical examples proposed in https://arxiv.org/abs/1812.05916
Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
Code used to implement various stochastic intensity models for univariate and multivariate credit risk models.
Source code for 'Scala for Java Developers: A Practical Primer' by Toby Weston
Bitstamp real time console based limit order book
Matrix exponential and logarithm for complex matrices
Webpage: https://jgcri.github.io/metis/ Cheatsheet: https://github.com/JGCRI/metis/blob/master/metisCheatsheet.pdf
We implement the paper: Deep Learning Volatility
code for "Optimal Stopping via Randomized Neural Networks"
Python Data Science Handbook: full text in Jupyter Notebooks
Some codes used for the numerical examples proposed in https://arxiv.org/abs/1803.00445
qrm
Quantitative Finance book
Implementation of "A fully quantization-based scheme for FBSDEs"
Recursive Marginal Quantization of Stochastic Volatility Models
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.