Popular repositories Loading

1. LSVCalibrationANeuralNetworkApproach LSVCalibrationANeuralNetworkApproach Public

   How to calibrate a local stochastic volatility model using neural networks. Improvements include; incorporation of real data, refined control variate, and extension to directional (bid-ask) setting…

   Python 2

2. MScStochasticsFinancialMathematics MScStochasticsFinancialMathematics Public

   A collection of projects from my masters degree

   Jupyter Notebook 1

3. FrameworkForShortTermMidPricePrediction FrameworkForShortTermMidPricePrediction Public

   Framework for generating order book data from raw updates, modelling, and signal generation for mid-price prediction.

   Python

4. franqsbepop.github.io franqsbepop.github.io Public

   Personal webpage

   HTML

5. RSSFlaskNewsReader RSSFlaskNewsReader Public

   Python

6. Deep-Learning-IST Deep-Learning-IST Public

   A collections of projects following the course "Deep Learning" at Instituto Superior Técnico in 2024

   Python