GitHub

An actuarial stochastic modeling library in python.

The Proteus Actuarial Library (PAL) is a fast, lightweight framework for building simulation-based actuarial and financial models. It handles complex statistical dependencies using copulas while ...
IEEE

A Reinforcement Learning Method for Environments with Stochastic Variables: Post-Decision Proximal Policy Optimization with Dual Critic Networks

Abstract: This paper presents Post-Decision Proximal Policy Optimization (PDPPO), a novel variation of the leading deep reinforcement learning method, Proximal Policy Optimization (PPO). The PDPPO ...
IEEE

Stochastic Event-Triggered Fault-Tolerant Control of Linear Systems Against Multi-Channel Stochastic Actuator Faults

Abstract: This paper investigates the event-triggered fault-tolerant control for linear systems under stochastic false data injection attacks and multi-channel stochastic actuator faults. By actively ...
GitHub

Apress/Stochastic-Finance-with-Python

This repository accompanies Stochastic Finance with Python by Avishek Nag (Apress, 2024). Download the files as a zip using the green button, or clone the repository to your machine using Git.