Work in finance by day, but have a general interest in (approximate) dynamic programming, i.e. reinforcement learning, and its applications across domains. Random projects here.
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gonum
gonum PublicForked from gonum/gonum
Gonum is a set of numeric libraries for the Go programming language. It contains libraries for matrices, statistics, optimization, and more
Go
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ActuaryUtilities.jl
ActuaryUtilities.jl PublicForked from JuliaActuary/ActuaryUtilities.jl
Common functions in actuarial and financial routines
Julia
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OptionPricing.jl
OptionPricing.jl PublicStandard Monte Carlo methods for option pricing using Julia.
Julia
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storage
storage PublicForked from rabwent11/storage
Multi-Factor Least Squares Monte Carlo energy storage valuation model (Python and .NET).
C#
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QuantLib.jl
QuantLib.jl PublicForked from pazzo83/QuantLib.jl
Quantlib implementation in pure Julia
Julia
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