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  1. Jacobi-stochastic-volatility-pricing Jacobi-stochastic-volatility-pricing Public

    Implementation of https://arxiv.org/pdf/1605.07099.pdf for pricing European options, made for "callibration in finance" class.

    Jupyter Notebook 1

  2. EDP-en-Finance EDP-en-Finance Public

    Homeworks and final project done in the class from M2MO (ex DEA Laure Elie) program at Université de Paris.

    Jupyter Notebook

  3. Classification-in-R Classification-in-R Public

    Classification problem for data from UCI machine learning repository

  4. neural-networks-for-solving-PDE neural-networks-for-solving-PDE Public

    Using neural networks for solving PDE, implementation of https://arxiv.org/pdf/1708.07469.pdf done for "Machine Learning B" class.

    Jupyter Notebook