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1. Queue-Reactive Queue-Reactive Public

   C++ Limit Order Book simulation engine based on an extension of the Queue Reactive model

   Jupyter Notebook 7 2

2. Langevin-algorithms-for-deep-stochastic-control Langevin-algorithms-for-deep-stochastic-control Public

   Implementation of the Langevin algorithms for Markovian Neural Networks and Deep Stochastic control paper

   Jupyter Notebook

3. Parallel-Monte-Carlo-and-Pricing-via-Neural-Networks-for-asian-options Parallel-Monte-Carlo-and-Pricing-via-Neural-Networks-for-asian-options Public

   Cuda course project.

   Jupyter Notebook 1