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githealthy18's Projects

aqfed.jl icon aqfed.jl

Julia package for the book "Applied Quantitative Finance for Equity Derivatives"

cfc icon cfc

Closed-form Continuous-time Neural Networks

charfuncpricing.jl icon charfuncpricing.jl

Julia package to provide reference European option prices for stochastic volatility models with a known characteristic function, such as the Heston stochastic volatility model.

lsgm icon lsgm

The Official PyTorch Implementation of "LSGM: Score-based Generative Modeling in Latent Space" (NeurIPS 2021)

lucky.jl icon lucky.jl

Lucky is a reactive and async trading framework in Julia designed to rapidly draft, test, deploy and monitor trading strategies and portfolios.

pandas-datareader icon pandas-datareader

Extract data from a wide range of Internet sources into a pandas DataFrame.

spacetimeformer icon spacetimeformer

Multivariate Time Series Forecasting with efficient Transformers. Code for the paper "Long-Range Transformers for Dynamic Spatiotemporal Forecasting."

tensorflow-neuroevolution icon tensorflow-neuroevolution

Neuroevolution Framework for Tensorflow 2.x focusing on modularity and high-performance. Preimplements NEAT, DeepNEAT, CoDeepNEAT, etc.

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