Name: Chiheb Ben Hammouda
Type: User
Company: Utrecht University
Bio: Engineer/applied mathematician/computational scientist focused on quantitative finance/uncertainty quantification/computational biology/numerical analysis
Location: Utrecht, Netherlands
Blog: https://www.linkedin.com/in/chiheb-ben-hammouda-29666334/
drl-for-energy-systems-optimal-scheduling
The source code for Performance comparision of Deep RL algorithms for Energy Systems Optimal Scheduling
financepy
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
fundamentalsnumericalcomputation.jl
Core functions for the Julia (2nd) edition of the text Fundamentals of Numerical Computation, by Driscoll and Braun.
handson-ml2
A series of Jupyter notebooks that walk you through the fundamentals of Machine Learning and Deep Learning in Python using Scikit-Learn, Keras and TensorFlow 2.
ltsf-linear
[AAAI-23 Oral] Official implementation of the paper "Are Transformers Effective for Time Series Forecasting?"
mlmcandmultifidelityforabc
Work-in progress code for paper exploring tuning of MLMC and Multifidelity for ABC inference for stochastic biochemical reaction networks models.
multilevel-monte-carlo-with-importance-sampling-for-srns
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
optimal-energy-system-scheduling-combining-mixed-integer-programming-and-deep-reinforcement-learning
The Source code for paper "Optimal Energy System Scheduling Combining Mixed-Integer Programming and Deep Reinforcement Learning". Safe reinforcement learning, energy management
parametric_uncertainty_quantification_option_pricing
This repository includes Matlab codes/routines that were used in my Bachelor thesis entitled "Numerical Methods For Uncertainty Quantification In Option Pricing" that can be found in: https://www.researchgate.net/publication/330005261_Numerical_Methods_For_Uncertainty_Quantification_In_Option_Pricing.
proj_option_pricing_matlab
Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
quantfinancebook
Quantitative Finance book
quantlib
The QuantLib C++ library
warne2018
Codes associated with Warne, Baker and Simpson (2018) Implementations of simulation and inference algorithms for stochastic reaction networks: from basic concepts to state-of-the-art
React
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
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
Django
The Web framework for perfectionists with deadlines.
Laravel
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.
Facebook
We are working to build community through open source technology. NB: members must have two-factor auth.
Microsoft
Open source projects and samples from Microsoft.
Google
Google ❤️ Open Source for everyone.
Alibaba
Alibaba Open Source for everyone
D3
Data-Driven Documents codes.
Tencent
China tencent open source team.
