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base repository: hal2001/IPythonScripts
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head repository: mgroncki/IPythonScripts
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  • 8 commits
  • 36 files changed
  • 2 contributors

Commits on May 8, 2018

  1. New Blog entry about Logistic Regression 

    First part of the series from Logistic Regression in Sckit-Learn to Deep Learning with TensorFlow
    @mgroncki
    mgroncki authored May 8, 2018
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  2. Updated Version of LR_part1

    @mgroncki
    mgroncki authored May 8, 2018
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Commits on May 20, 2018

  1. Pricing Exotics with TensorFlow 

    Added an Example how to use TensorFlow to price single Barriers (Down-Out) and Bermudan Calls. 

Use the automatic differentiation to get analytical path derivates. Performance is not so good, but quite easy to implement. Maybe useful for validation tasks.
    @mgroncki
    mgroncki authored May 20, 2018
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Commits on Nov 18, 2018

  1. Monte carlo pricing n adjoint greeks on gpus

    @mgroncki
    mgroncki committed Nov 18, 2018
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Commits on Feb 28, 2026

  1. Initial version of my first ai agent

    @mgroncki
    mgroncki committed Feb 28, 2026
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  2. smaller improvements

    @mgroncki
    mgroncki committed Feb 28, 2026
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  3. build simulation and sensitivity xml for stresstest

    @mgroncki
    mgroncki committed Feb 28, 2026
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  4. update readme

    @mgroncki
    mgroncki committed Feb 28, 2026
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