GitHub / JPNotleks 1 Repository
Master's student in mathematics at ETH
JPNotleks/VolaDiff
A conditional diffusion model for generative implied volatility surface modelling
Language: Python - Size: 35.2 KB - Last synced at: 12 months ago - Pushed at: 12 months ago - Stars: 2 - Forks: 0
JPNotleks/Python-Scripts
Various Python scripts from over the years, ranging from a kNN algorithm and a neural net from scratch (2016) to PDE solvers and robust image classifiers. Animations of some of these are included.
Language: Jupyter Notebook - Size: 648 MB - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 0 - Forks: 1