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Tags → #quant
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An exploration of Monte Carlo methods for pricing arithmetic Asian options
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Using generative adversarial networks to create mathematically chaotic graphics.
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Using Deep Q-Learning to improve efficiency of traffic signals
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Exploring the inner workings of RNNs through activation visualization
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Notes and thoughts from Rough Volatility
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Stepping through the solution to the Black Scholes Equation using Green's Functions
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Solving and visualising the heat equation