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1. robust-risk-aware-rl robust-risk-aware-rl Public

   Some implementations from the paper robust risk aware reinforcement learning

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2. STA2536 STA2536 Public

   For code and snippets for STA 2536: Data Science for Risk Modeling

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3. Portfolio-Wasserstein-Ball Portfolio-Wasserstein-Ball Public

   Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elasticity of variance model

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4. STA2503 STA2503 Public

   For various examples and code for STA 2503: Applied Probability in Mathematical Finance

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5. RL-intro RL-intro Public

   Code base for some simple reinforcement learning examples related to financial modeling

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6. intro-financial-derivatives intro-financial-derivatives Public

   Python 3