Here you find the corresponding source code to my blog https://ipythonquant.wordpress.com
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CreditCardFraudDetection:
Tutorial to develop a use deep learning to detect fraudulent credit card transactions from scratch using TensorFlow Low Level API. A step-by-step introduction starting to build a Logistic Regression in TensorFlow to a Deep neural network
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Fraud_Anonmaly_Detection:
Tutorial series to use recurrent neural networks with PyTorch in Python to detect anomalies (potential fraudulent) in transactional data. In the first version we use a LSTM network with an embedding layer to learn a simple user profiles on synthetic transctional data (e.g. a logfile).
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ExoticDerivatePricingWithTensorFlow:
Tutorial to use TensorFlow for Monte-Carlo derivate pricing. Pricing Bermudan and Barrier Options
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DeepHedging:
Use a deep neural networks to derive a model free option hedging strategy in TensorFlow.