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1. Gaussian-Processes Gaussian-Processes Public

   Gaussian process optimiser in JAX

   Python

2. queueing-simulation queueing-simulation Public

   Python

3. optimal-stopping optimal-stopping Public

   Find optimal parameters for position-limited long/short on a stationary, mean-reverting price series (e.g. Ornstein-Uhlenbeck).

   Python

4. extreme-learning-machine extreme-learning-machine Public

   Python

5. delta-hedging delta-hedging Public

   Python

6. offdiagonal-ridge offdiagonal-ridge Public

   A modification of ridge regularisation that penalises similar features jointly

   Python