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1. Generative-Model-Signature-MMD Generative-Model-Signature-MMD Public

   Code for "Generative model for financial time series trained with MMD using a signature kernel"

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2. HMMforCF HMMforCF Public

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3. Sigkernel Sigkernel Public

   Follows https://github.com/tgcsaba/KSig converted into pytorch

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4. RL_Agents RL_Agents Public

   Base code for different RL algorithms

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5. VolatilityIsMostlyPathDependent VolatilityIsMostlyPathDependent Public

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   Code for the paper Volatility is (mostly) path-dependent

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6. ds3_kernel_testing ds3_kernel_testing Public

   Forked from karlnapf/ds3_kernel_testing

   Material for the practical of the DS3 course on "Representing and comparing probabilities with kernels"

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