philipschw Goto Github PK
Name: Philip
Type: User
Location: Frankfurt, Germany
Philip's Projects
mlpsolver
Full-history Recursive Multilevel Picard Approximation Solver for High-Dimensional Semilinear Parabolic PDEs.
principalportfolios
Python Code to compute the Figures and Tables in Kelly, Malamud and Pedersen (2022) Principal Portfolios.
sdeint
Numerical integration of Ito or Stratonovich SDEs
sdeint2
An extension of the [sdeint](https://github.com/mattja/sdeint) package.
tfsoftadapt
This repository contains an implementation of the SoftAdapt algorithm for TensorFlow.
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