EsterHlav
EsterHlav
Black-Scholes-Option-Pricing-Model
Black Scholes Option Pricing calculator with Greeks and implied volatility computations. Geometric Brownian Motion simulator with payoff value diagram and volatility smile plots. Java GUI.
Dynamical-Isometry-from-Orthogonality-Neural-Nets
Mathematical consequences of orthogonal weights initialization and regularization in deep learning. Experiments with gain-adjusted orthogonal regularizer on RNNs with SeqMNIST dataset.
Quantitative-Comparison-NLP-Embeddings-from-GloVe-to-RoBERTa
Fair quantitative comparison of NLP embeddings from GloVe to RoBERTa with Sequential Bayesian Optimization fine-tuning using Flair and SentEval. Extension of HyperOpt library to log_b priors.