This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for computing option price under SV.

A package to work with SEC data. Incorporates datamule endpoints.

Syllabus and exercises for "Data Science for Finance," a course taught in the Masters of Financial Engineering program at UC Berkeley's Haas School of Business.

Reinforcement Learning for Dungeons and Dragons

A 5e D&D encounter simulator written for my own amusement to test some hypotheses.

Selfplay In MultiPlayer Environments

Data science investigations into the mechanics of the world's greatest role playing game

Regularized expectation maximization algorithm (Matlab code)

A probabilistic programming language that combines automatic differentiation, automatic marginalization, and automatic conditioning within Monte Carlo methods.

A delightful list of personal tech blogs

converts LaTeX into a Python parse tree, allowing navigation using the default or a custom hierarchy

In this noteboook I will create a complete process for predicting stock price movements. Follow along and we will achieve some pretty good results. For that purpose we will use a Generative Advers…

A Python implementation of global optimization with gaussian processes.

ML Quebec Hands On Text Classification Using Neural Networks

Advanced Simulation Library - hardware accelerated multiphysics simulation platform.

mlpack: a fast, header-only C++ machine learning library