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1. deep-theano-rnn-lstm-car deep-theano-rnn-lstm-car Public

   Pack of Drones: Layered reinforcement learning (Q-learning w/ RNN) for complex "hunt" behaviors

   Jupyter Notebook 61 14

2. deep-cnn-sat-image-time-series deep-cnn-sat-image-time-series Public

   Deep CNN and RNN for Satellite Image Time Series

   Jupyter Notebook 9 4

3. fin_equity_option_pricing fin_equity_option_pricing Public

   pricing european puts/calls and up-and-out puts using closed form and monte carlo simulation (cev process, euler and millstein discretization)

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4. fin_bond_option_pricing fin_bond_option_pricing Public

   estimate bond prices using un/constrained optimization, spot/instantaneous rates and vasicek and cev models

5. mine_hh_incomes mine_hh_incomes Public

   digs into performance differential across tree strategies including random forest and gradient boosting machines when predicting household incomes.

6. mine_ncaa_rankings mine_ncaa_rankings Public

   using linear and logistic methods w/ sparse data structure, this analysis: 1. predicts team wins/losses, then 2. NCAA ranking.