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  • Mercedes-Benz AG
  • Berlin
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  1. AutoHedge.jl AutoHedge.jl Public

    Automatic Options Hedging and Backtesting

    Julia 53 10

  2. StockMarketSimulator StockMarketSimulator Public

    Web App for Agent-based Stock Market Simulation (https://stockmarketsimulatorapp.herokuapp.com/)

    Python 6 1

  3. HigherOrderDerivatives.jl HigherOrderDerivatives.jl Public

    Automatic Higher Order Differentiation for Generic Julia Functions

    Julia 7

  4. fastmoments fastmoments Public

    ~100x faster calculation of Mean, Variance, Kurtosis, Skewness in R

    C++ 2

  5. TPM TPM Public

    Neural Cryptography and Tree Parity Machines

    Python