Search Results for "risk"

Financial Machine Learning is a curated directory of practical tools, repositories, datasets, papers, and educational resources for quantitative finance. It organizes material across trading, forecasting, portfolio construction, risk, alternative data, and financial machine learning techniques. Dedicated sections cover supervised and unsupervised learning, deep learning, reinforcement learning, natural language processing, and time-series analysis. Entries include descriptions, popularity data, maintenance indicators, and editorial ratings to help readers compare resources. ...

TF Quant Finance is a high-performance library of quantitative finance components built on TensorFlow, aimed at research and production workloads. It implements pricing engines, risk measures, stochastic models, optimizers, and random number generators that are differentiable and vectorized for accelerators. Users can value options and fixed-income instruments, simulate paths, fit curves, and calibrate models while leveraging TensorFlow’s jit compilation and automatic differentiation. The codebase is organized as modular math and finance primitives so you can combine building blocks or target end-to-end examples. ...

mixup-cifar10 is the official PyTorch implementation of “mixup: Beyond Empirical Risk Minimization” (Zhang et al., ICLR 2018), a foundational paper introducing mixup, a simple yet powerful data augmentation technique for training deep neural networks. The core idea of mixup is to generate synthetic training examples by taking convex combinations of pairs of input samples and their labels. By interpolating both data and labels, the model learns smoother decision boundaries and becomes more robust to noise and adversarial examples. ...