AB-CE / abcFinanceLinks
Agent-based computational Finance
☆41Updated 2 years ago
Alternatives and similar repositories for abcFinance
Users that are interested in abcFinance are comparing it to the libraries listed below
Sorting:
- Agent-based computational Economics, the Python library that makes AB modelling easier☆208Updated last year
- The Economic Simulation Library provides an extensive collection of tools to develop, test, analyse and calibrate economic and financial…☆67Updated 3 years ago
- An agent-based computational economy with macroeconomic equilibria from microeconomic behaviors☆120Updated last year
- A flexible framework for multi-agent models in economics and finance☆38Updated 4 years ago
- Time Value of Money - a Python package for mathematical interest theory, annuity, and bond calculations.☆34Updated 4 years ago
- A framework for financial systemic risk valuation and analysis.☆175Updated 2 years ago
- Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…☆144Updated 2 years ago
- Implementation of the models from "Monetary Economics 2e" by Godley and Lavoie, 2012☆81Updated 3 years ago
- A portfolio management algorithm for the 21st century.☆92Updated 5 years ago
- Algorithmic game theory, recursive macroeconomics, machine learning for econometrics☆52Updated 7 years ago
- Economic scenario generator for python: simulate stocks, interest rates, and other stochastic processes.☆138Updated 2 years ago
- Bayesian Vector Autoregression in Python☆28Updated 6 years ago
- PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…☆46Updated 4 years ago
- Predicting index movements with Google Trends search volume alternative data☆16Updated 4 years ago
- Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Depend…☆22Updated last year
- The Monte Carlo valuation app is a Streamlit web application leveraging a probabilistic approach to company valuation.☆22Updated 8 months ago
- Bayesian models to compute performance and uncertainty of returns and alpha.☆111Updated 2 years ago
- 📝 Introduction to Monte Carlo methods in Finance Workshop Materials☆20Updated 2 years ago
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆64Updated 5 months ago
- Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.☆137Updated 6 years ago
- Python toolbox for simulation of matching markets in economics☆111Updated 4 years ago
- Network valuation in financial systems☆36Updated 4 years ago
- Agent-based model of the UK housing market.☆43Updated 10 months ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆21Updated 6 years ago
- Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject☆13Updated 7 years ago
- Source code for Multicriteria Portfolio Construction with Python☆30Updated 4 years ago
- ☆23Updated 3 years ago
- Democratizing Index Tracking for Small Investors in Europe: A Meta-Learning Method for Sparse Portfolio Optimization☆83Updated 2 years ago
- Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & …☆36Updated last year
- Python class and jupyter iPython notebook for pricing a fixed coupon bond☆24Updated 6 years ago