We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.

A Python implementation of the rough Bergomi model.

The pricing models and neural network representations used in part one of the paper "Empirical analysis of rough and classical stochastic volatility models to the SPX and VIX markets".

High performance self-hosted photo and video management solution.

Machine Learning summary for engineers