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cantaro86 / Financial-Models-Numerical-Methods

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Collection of notebooks about quantitative finance, with interactive python code.

python science tutorial topics linear-regression mathematics econometrics nbviewer partial-differential-equations option-pricing quantitative-finance jupyter-notebooks stochastic-differential-equations american-options kalman-filter stochastic-processes monte-carlo-methods financial-engineering financial-mathematics levy-processes heston-model brownian-motion jump-diffusion-mertons-model fourier-inversion linear-systems-equations
  • Updated Feb 1, 2021
  • Jupyter Notebook
netket

netket / netket

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Run tests on oldest possible compatible dependencies

PhilipVinc
PhilipVinc commented May 11, 2021

This should prevent things like #701
It would be great to generate automatically the list of oldest dependencies with something like

import pkg_resources

package = pkg_resources.working_set.by_key["netket"]

oldest_dependencies = []

for requirement in package.requires():
    dependency = requirement.project_name
    if requirement.extras:
        dependency += '[' + ','.
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contributor welcome enhancement good first issue
Find more good first issues →

Madhu009 / Deep-math-machine-learning.ai

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A blog which talks about machine learning, deep learning algorithms and the Math. and Machine learning algorithms written from scratch.

machine-learning natural-language-processing deep-neural-networks tensorflow word2vec linear-regression q-learning neural-networks reinforcement-learning-algorithms sarsa logistic-regression gans support-vector-machines policy-iteration value-iteration gradient-descent-algorithm monte-carlo-methods temporal-differencing-learning general-adversarial-network
  • Updated Mar 15, 2019
  • Jupyter Notebook

makaveli10 / reinforcementLearning

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Reinforcement Learning - Implementation of Exercises, algorithms from the book Sutton Barto and David silver's RL course in Python, OpenAI Gym.

machine-learning reinforcement-learning q-learning dqn sarsa dynamic-programming random-walk td-learning monte-carlo-methods double-dqn prioritized-experience-replay sutton-gambler experience-replay q-learning-vs-sarsa sutton-gridworld dqn-pytorch model-free-rl david-silver-course n-step-bootstrapping n-step-sarsa
  • Updated May 3, 2020
  • Jupyter Notebook

hammouc / MLMC_IS_SRNs

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This repository includes Matlab codes/routines that were used in our manuscript entitled "Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks" that can be found in this preprint: https://arxiv.org/abs/1911.06286

matlab biological-simulations stochastic-process multilevel-models numerical-simulations stochastic-simulation-algorithm numerical-analysis monte-carlo-methods biological-networks multilevel importance-sampling multilevel-monte-carlo stochastic-reaction-networks stochastic-biological-systems
  • Updated Jun 28, 2020
  • MATLAB

MuonRay / CERN-ROOT-Financial-Mechanics-and-Market-Analysis-Codes

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CERN ROOT codes used to develop the images and graphs in the article on my blog: http://muonray.blogspot.com/2014/09/particle-physics-software-and-financial.html

finance statistics article simulation graphs monte-carlo stock-market quant optimization-methods drift cern financial-analysis monte-carlo-methods geometric-brownian-motion efficient-frontier cern-root market-analysis-codes
  • Updated May 24, 2020
  • C

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