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GitHub / alfatti / neuralSDE-marketmodel
Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.
JSON API: https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/alfatti%2FneuralSDE-marketmodel
Fork of vicaws/neuralSDE-marketmodel
Stars: 0
Forks: 0
Open Issues: 0
License: mit
Language:
Repo Size: 19.4 MB
Dependencies:
125
Created: over 1 year ago
Updated: over 1 year ago
Last pushed: almost 2 years ago
Last synced: about 1 month ago
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Dependencies
requirements.txt
pypi
- Jinja2 ==3.0.1
- Keras-Preprocessing ==1.1.2
- Markdown ==3.3.4
- MarkupSafe ==2.0.1
- Pillow ==9.1.1
- Py-BOBYQA ==1.3
- Pygments ==2.10.0
- QtPy ==1.11.0
- Send2Trash ==1.8.0
- Werkzeug ==2.0.1
- absl-py ==1.1.0
- appnope ==0.1.2
- arch ==5.0.1
- argon2-cffi ==21.1.0
- asttokens ==2.0.5
- astunparse ==1.6.3
- attrs ==21.2.0
- backcall ==0.2.0
- bleach ==4.1.0
- cachetools ==4.2.2
- certifi ==2021.5.30
- cffi ==1.14.6
- charset-normalizer ==2.0.4
- clang ==5.0
- cloudpickle ==2.0.0
- cvxopt ==1.3.0
- cycler ==0.10.0
- debugpy ==1.4.3
- decorator ==5.1.0
- defusedxml ==0.7.1
- dm-tree ==0.1.6
- entrypoints ==0.3
- executing ==0.8.3
- flatbuffers ==1.12
- gast ==0.4.0
- google-auth ==1.35.0
- google-auth-oauthlib ==0.4.6
- google-pasta ==0.2.0
- grpcio ==1.40.0
- h5py ==3.1.0
- idna ==3.2
- ipykernel ==6.4.1
- ipython ==7.34.0
- ipython-genutils ==0.2.0
- ipywidgets ==7.6.4
- jedi ==0.18.0
- joblib ==1.0.1
- jsonschema ==3.2.0
- jupyter ==1.0.0
- jupyter-client ==7.0.2
- jupyter-console ==6.4.0
- jupyter-core ==4.7.1
- jupyterlab-pygments ==0.1.2
- jupyterlab-widgets ==1.0.1
- keras ==2.9.0
- kiwisolver ==1.3.2
- libclang ==14.0.1
- matlabengineforpython ===R2021a
- matplotlib ==3.4.3
- matplotlib-inline ==0.1.3
- mistune ==0.8.4
- nbclient ==0.5.4
- nbconvert ==6.1.0
- nbformat ==5.1.3
- nest-asyncio ==1.5.1
- notebook ==6.4.12
- numpy ==1.22.4
- oauthlib ==3.1.1
- opt-einsum ==3.3.0
- osqp ==0.6.2.post0
- packaging ==21.0
- pandas ==1.3.3
- pandocfilters ==1.4.3
- parso ==0.8.2
- patsy ==0.5.2
- pexpect ==4.8.0
- pickleshare ==0.7.5
- prometheus-client ==0.11.0
- prompt-toolkit ==3.0.20
- property-cached ==1.6.4
- protobuf ==3.17.3
- ptyprocess ==0.7.0
- pure-eval ==0.2.2
- pyasn1 ==0.4.8
- pyasn1-modules ==0.2.8
- pycddlib ==2.1.4
- pycparser ==2.20
- pyparsing ==2.4.7
- pypoman ==0.5.4
- pyrsistent ==0.18.0
- python-dateutil ==2.8.2
- pytz ==2021.1
- pyzmq ==22.2.1
- qdldl ==0.1.5.post0
- qtconsole ==5.1.1
- requests ==2.26.0
- requests-oauthlib ==1.3.0
- rsa ==4.7.2
- scikit-learn ==0.24.2
- scipy ==1.7.1
- seaborn ==0.11.2
- six ==1.15.0
- stack-data ==0.3.0
- statsmodels ==0.13.0
- tensorboard ==2.9.1
- tensorboard-data-server ==0.6.1
- tensorboard-plugin-wit ==1.8.0
- tensorflow ==2.9.1
- tensorflow-estimator ==2.9.0
- tensorflow-io-gcs-filesystem ==0.26.0
- tensorflow-model-optimization ==0.7.2
- tensorflow-probability ==0.13.0
- termcolor ==1.1.0
- terminado ==0.12.1
- testpath ==0.5.0
- threadpoolctl ==2.2.0
- tornado ==6.1
- tqdm ==4.62.2
- traitlets ==5.1.0
- typing-extensions ==3.7.4.3
- urllib3 ==1.26.6
- wcwidth ==0.2.5
- webencodings ==0.5.1
- widgetsnbextension ==3.5.1
- wrapt ==1.12.1