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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 12 8

  2. BEO-EIVar-and-AdjBO BEO-EIVar-and-AdjBO Public

    Data and source codes for the paper ``Bayesian Estimation and Optimization for Learning Sequential Regularized Portfolios" by Godeliva Petrina Marisu and Chi Seng Pun (Nanyang Technological Univers…

    R 1

  3. WPHML-B-Factor-Prediction WPHML-B-Factor-Prediction Public

    Weighted-Persistent-Homology-based Machine Learning for RNA Flexibility Analysis

    Python 3

  4. Robust-Impulse-Control Robust-Impulse-Control Public

    Mathematica

  5. 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.​​…

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  6. ADRLwIntReward ADRLwIntReward Public

    Autoregressive DRL with Learned Intrinsic Rewards for Portfolio Optimisation

    Python