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  1. K-FAC K-FAC Public

    Implementation of K-FAC in Python. Please see the paper https://arxiv.org/pdf/1503.05671.pdf

    Python 2

  2. Dynamic-Hedging-using-LSTM Dynamic-Hedging-using-LSTM Public

    A new and more effective method for dynamic hedging

    Python 13 2

  3. autograd autograd Public

    Forked from HIPS/autograd

    Efficiently computes derivatives of numpy code.

    Python

  4. Forecasting-S-P-500-Index-Movement-Directiction Forecasting-S-P-500-Index-Movement-Directiction Public

    Explored forecasting ability of SVMs and logistic regression on S&P 500 Index movement