Pinned Loading

1. Deep-hedging-under-model-misspecification Deep-hedging-under-model-misspecification Public

   Deep hedges trained in Heston survive rough volatility, but understate tail risk by up to 27%.

   Jupyter Notebook

2. model-risk-governance model-risk-governance Public

   A simple tool for model risk management and AI governance: model registry, risk scoring, framework gap checks, drift monitoring and audit trail.

   TypeScript