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andreacate/README.md

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  1. pymc-extras pymc-extras Public

    Forked from pymc-devs/pymc-extras

    Powerful add-ons for PyMC

    Jupyter Notebook

  2. mbt_gym mbt_gym Public

    Forked from JJJerome/mbt_gym

    mbt_gym is a module which provides a suite of gym environments for training reinforcement learning (RL) agents to solve model-based high-frequency trading problems such as market-making and optimal…

    HTML

  3. Simulation_of_Levy_driven_OU_processes Simulation_of_Levy_driven_OU_processes Public

    Simulation of Levy driven Ornstein Uhlenbeck processes in order to price energy options

    Jupyter Notebook