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  1. sigsde_calibration sigsde_calibration Public

    Code for "Signature-based models: theory and calibration"

    Jupyter Notebook 7 2

  2. jointcalib_sigsde jointcalib_sigsde Public

    Code for "Joint calibration to SPX and VIX options with signature-based models"

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  3. GG GG Public

  4. Machine-Learning-Books-With-Python Machine-Learning-Books-With-Python Public

    Forked from tdpetrou/Machine-Learning-Books-With-Python

    Chapter by Chapter notes, exercises and code for a variety of machine learning books using Python

    Jupyter Notebook