Using GANs for Sharing Networked Time Series Data: Challenges, Initial Promise, and Open Questions, IMC 2020 (Best Paper Finalist)

Code for the paper "Hedging with neural networks"

This notebook presents an example of the equal risk pricing framework with deep hedging from my paper Carbonneau, A. and Godin, F. (2020). Equal Risk Pricing of Derivatives with Deep Hedging.

This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.

Market simulator

Exploring the Applications of Deep Hedging by Buehler et. al. (Quantitative Finance, 2019).

A DQN agent that optimally hedges an options portfolio.

Market Making via Reinforcement Learning

Interpretability and explainability of data and machine learning models

Python Library for Model Interpretation/Explanations

A comprehensive set of fairness metrics for datasets and machine learning models, explanations for these metrics, and algorithms to mitigate bias in datasets and models.

Practice of Deep Reinforcement Learning with Keras and gym.

Lean Algorithm Monitor

Lean Algorithmic Trading Engine by QuantConnect (C#, Python, F#, VB, Java)

Python version of Quantiacs toolbox and sample trading strategies

QLNet C# library

Systematic Trading in python

Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com

Extensions for F#