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Name: Joerg Kienitz
Type: User
Company: Finciraptor / University of Wuppertal / University of Cape Town
Bio: PD University of Wuppertal Adj Assoc Prof. University of Cape Town
Location: Bonn
Name: Joerg Kienitz
Type: User
Company: Finciraptor / University of Wuppertal / University of Cape Town
Bio: PD University of Wuppertal Adj Assoc Prof. University of Cape Town
Location: Bonn
Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.
Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
a collection of AWESOME things about Optimal Transport in Deep Learning
Bayesian Gaussian mixture models in Python.
Notebooks about Bayesian methods for machine learning
Repository attached to the paper with the same name.
Here you will find materials for the course of Computational Finance
Functions to compute conditional distributions of Gaussian mixture models.
An implementation of Automatic Differentiation in Python
Implementation of the Deep xVA Solver of Gnoatto, Picarelli and Reisinger (2020) https://arxiv.org/abs/2005.02633
Differential machine learning in Keras / Tensorflow 2
Example notebooks with DiffFusion.jl
Code for the paper "Effective Markovian Projection: Application to CMS Spread Options and Mid-Curve Swaptions", Felpel, Kienitz, McWalter
ArbFreeSmootingMatlab
Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
Provides additional classes for automatic differentiations (e.g. backward automatic differentiation - aka AAD).
Classes enabling finmath-lib to run its Monte-Carlo models on Cuda GPUs
Convenient abstraction layer for different visualisation frameworks and demos of finmath lib
Spreadsheets using finmath-lib
This repository contains the implementation of FuNVol for simulating implied volatility surfaces and market data
Minor Dissertation development for GANs used in RM
Gaussian Mixture Model (GMM) and Gaussian Mixture Regression (GMR) implemented purely on numpy
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.