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7 search results found

Mabalgs ⭐ 100

👤 Multi-Armed Bandit Algorithms Library (MAB) 👮

SdePy: Numerical Integration of Ito Stochastic Differential Equations

Multifractal Model Of Asset Returns Mmar For Thesis ⭐ 13

I wrote a Master's in Finance thesis on Monte Carlo simulation of the Multifractal Model of Asset Returns. This is a model developed in the late 1990's by Benoît Mandelbrot and his two students, Laurent Calvet and Adlai Fisher. I had never programmed before and this was my first big coding project — so sorry if the code sucks! I did what I could :)

Reinforcement Learning Exercises ⭐ 9

Exercises from Sutton and Barto's Reinforcement Learning: An Introduction

Pele_platform ⭐ 8

Wrap up Platform to launch all PELE features. [AdaptivePELE, MSM, LigandGrowing, Glide Rescoring]

Mc_sim_fin ⭐ 8

Montecarlo simulations/analysis for finance (equity simulator)

Monte_carlo_game_ai_engine ⭐ 6

Monte Carlo AI Engine framework & Azul: Summer Pavilion specific rules

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