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bradleyboyuyang
Statistical-Arbitrage bradleyboyuyang
36
154
mit
6
High-frequency statistical arbitrage
vasicek black-scholes option-greeks pairs-trading wiener-process brownian-motion statistical-arbitrage backtesting-frameworks high-frequency-trading ornstein-uhlenbeck-process
Created 2022-12-23
25 commits to master branch, last one about a year ago
SciML
DiffEqNoiseProcess.jl SciML
29
63
other
7
A library of noise processes for stochastic systems like stochastic differential equations (SDEs) and other systems that are present in scientific machine learning (SciML)
sde sciml neural-sde wiener-process brownian-motion noise-processes stochastic-processes differential-equations scientific-machine-learning
Created 2017-04-19
686 commits to master branch, last one 21 days ago