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University of Basel
- Basel, Switzerland
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AnfisTensorflow2.0
AnfisTensorflow2.0 PublicThis is an implementation of Adaptive-Network-Based Fuzzy Inference System (ANFIS) based on Keras on top of Tensorflow 2.0.
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S-ANFIS-PyTorch
S-ANFIS-PyTorch PublicAn Implementation of the State-Adaptive Neuro-Fuzzy Inference System (S-ANFIS) based on Pytorch. Also Repository to my package "sanfis".
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PortfolioRebalancingOptimization
PortfolioRebalancingOptimization PublicA stock price simulation that optimizes the dynamic sharpe ratio of a portfolio. The sandbox includes several hyperparameters.
Python 1
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Deep_Learning_in_Asset_Pricing
Deep_Learning_in_Asset_Pricing PublicForked from LouisChen1992/Deep_Learning_in_Asset_Pricing
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138
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