Pinned Loading

1. PD-NJODE PD-NJODE Public

   Official implementation of the papers: Optimal Estimation of Generic Dynamics by Path-Dependent Neural Jump ODEs; Extending Path-Dependent NJ-ODEs to Noisy Observations and a Dependent Observation …

   Python 12 3

2. HerreraKrachTeichmann/NJODE HerreraKrachTeichmann/NJODE Public

   code for "Neural Jump Ordinary Differential Equations"

   Python 27 2

3. HeKrRuTe/OptStopRandNN HeKrRuTe/OptStopRandNN Public

   code for "Optimal Stopping via Randomized Neural Networks"

   Python 46 9

4. RobustUtilityOptimizationGAN RobustUtilityOptimizationGAN Public

   Official implementation of the paper "Robust Utility Optimization via a GAN Approach"

   Python 2 2

5. RegretOptimalFederatedTransferLearning RegretOptimalFederatedTransferLearning Public

   Official implementation of "Regret-Optimal Federated Transfer Learning for Kernel Regression -- With Applications in American Option Pricing"

   Python 3

6. DeepRPCA/Denise DeepRPCA/Denise Public

   code for Denise: Deep Robust Principal Component Analysis for Positive Semidefinite Matrices

   Python 5