Skip to content
View Chakour-Yasser's full-sized avatar

Block or report Chakour-Yasser

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Content in all repositories owned by your account will be closed.
Maximum 250 characters. Please don’t include any personal information such as legal names or email addresses. Markdown is supported. This note will only be visible to you.
Report abuse

Contact GitHub support about this user’s behavior. Learn more about reporting abuse.

Report abuse

Popular repositories Loading

  1. deep-hedging deep-hedging Public

    deep-hedging : Hedging as stochastic control: a neural policy minimising 95% CVaR under transaction costs, from simulator to indifference pricing.

    Jupyter Notebook

  2. qrt-challenge qrt-challenge Public

    Predicting the sign of an allocation's next-session return. Two passes: the first concluded the 20-day windows do not overlap, the second shows that conclusion was wrong and rebuilds the validation…

    Jupyter Notebook

  3. machine-learning-labs machine-learning-labs Public

    Machine learning labs from Télécom Paris: Bayes/LDA/logistic regression, kNN from scratch, PCA, and CTR prediction on 1M Avazu ad impressions.

    Jupyter Notebook

  4. deep-learning-labs deep-learning-labs Public

    Deep learning labs from Télécom Paris in PyTorch: MLP, LeNet-5/ResNet18 on MNIST and CIFAR10, LSTM classification of IMDB reviews, and an LSTM language model that composes Bach cello suites.

    Jupyter Notebook

  5. cross-sectional-stat-arb cross-sectional-stat-arb Public

    Cross-sectional statistical arbitrage on S&P 500 equities and crypto perpetuals. Walk-forward, point-in-time universes, and a null control reported next to every result.

    Python