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Shiaroku/README.md

Welcome to my Github profile 👋

Fellow actuary from the French Institute of Actuaries

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  1. DeepOptimalOptionStopping DeepOptimalOptionStopping Public

    This is a repository showcasing deep learning approaches for pricing American options. It implements two optimal stopping methods : Deep Longstaff-Schwartz and Deep Optimal Stopping.

    2 1

  2. Chirurgus/sudoku Chirurgus/sudoku Public archive

    Python 1

  3. pls-shaving pls-shaving Public

    "Gene shaving" - like algorithm (inspired by Hastie et al. 2000) using supervised PLS instead of PCA

    Python

  4. Custom-Weighted-Mean-Visualisation Custom-Weighted-Mean-Visualisation Public

    Jupyter Notebook