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Achievement: Arctic Code Vault Contributor

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Achievement: Arctic Code Vault Contributor

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  1. MLE-SRISK MLE-SRISK Public

    This repository contains the codes for the paper "Machine-Learning-enhanced Systemic Risk Measure: A Two-Step Supervised Learning Approach" (by R. Liu and C.S. Pun)

    Python 13 8

  2. MLF MLF Public

    Teaching Lab Notes for Machine Learning in Finance @ NTUsg by Patrick PUN Chi Seng

    Jupyter Notebook 1

  3. PHML PHML Public

    This repository contains the codes for the paper "C.S. Pun, S.X. Lee, & K. Xia. 2022. Persistent-Homology-based Machine Learning: A Survey and A Comparative Study. Artificial Intelligence Review.​​…

    R

  4. QINN QINN Public

    Data and codes for "Q-World-informed Double Neural Networks for Option Pricing PDEs" by Yong How Kee and Chi Seng Pun (Nanyang Technological University, Singapore). Contact: Chi Seng Pun at cspun@n…

    Jupyter Notebook