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WassersteinBarycenter_of_RandomMeasures
WassersteinBarycenter_of_RandomMeasures PublicThis repository contains parts of the code I wrote to calculate portfolios on the stockmarket using Wasserstein barycenters of random measures.
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fast-monte-carlo-for-risk-modeling
fast-monte-carlo-for-risk-modeling PublicIn this repo you can learn how to write a fast Monte Carlo simulation to calculate joint distributions (for example, used in risk modeling) using Python. In general, the idea of vectorization of th…
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