Collection of notebooks about quantitative finance, with interactive python code.

Repository for most of the code from my YouTube channel

Machine learning algorithms for many-body quantum systems

Quantitative Finance tools

A blog which talks about machine learning, deep learning algorithms and the Math. and Machine learning algorithms written from scratch.

State estimation, smoothing and parameter estimation using Kalman and particle filters.

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

state of the art C++ pseudo-random number generator library for sequential and parallel Monte Carlo simulations

Deep active inference agents using Monte-Carlo methods

Code repository for my course on the fundamentals of reinforcement learning

Reinforcement Learning Short Course

This repository contains implementations of some basic sampling methods in numpy.

Author's implementation of SIGGRAPH 2023 paper, "A Practical Walk-on-Boundary Method for Boundary Value Problems."

A system-agnostic approach to Monte Carlo simulations

No description provided.

Author's implementation of SIGGRAPH 2024 paper, "Velocity-Based Monte Carlo Fluids"

A set of radiation transport mini-applications used for performance optimization on HPC systems.

Python code of commonly used stochastic models for Monte-Carlo simulations

Robust estimations from distribution structures: III. Non-asymptotic

Reinforcement Learning - Implementation of Exercises, algorithms from the book Sutton Barto and David silver's RL course in Python, OpenAI Gym.

CryptiPass is a Go library for generating secure high-entropy, pronounceable passphrases.

Implementation of Hierarchical Control for Head-to-Head Autonomous Racing paper

Approximate Bayesian Computation (ABC) with differential evolution (de) moves and model evidence (Z) estimates.

Implementation of fundamental concepts and algorithms for reinforcement learning

feyntrop integrates Feynman graphs using tropical sampling

A Quantitative Finance Engineering Project

Mcts library written in rust, for rust.

Tools for Stochastic Simulation using diffusion models (R).

This repository includes Matlab codes/routines that were used in our manuscript entitled "Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks" that can be found in this preprint: https://arxiv.org/abs/1911.06286

Hedging options by using Monte Carlo simulations or real data