AB-CE / abcFinanceLinks
Agent-based computational Finance
☆43Updated 3 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☆213Updated last year
- The Economic Simulation Library provides an extensive collection of tools to develop, test, analyse and calibrate economic and financial…☆74Updated 2 months ago
- An agent-based computational economy with macroeconomic equilibria from microeconomic behaviors☆122Updated last year
- A flexible framework for multi-agent models in economics and finance☆38Updated 5 years ago
- A framework for financial systemic risk valuation and analysis.☆177Updated 2 years ago
- Time Value of Money - a Python package for mathematical interest theory, annuity, and bond calculations.☆36Updated 4 years ago
- A portfolio management algorithm for the 21st century.☆93Updated 5 years ago
- Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…☆144Updated 3 years ago
- ☆31Updated 2 years ago
- Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject☆13Updated 7 years ago
- Implementation of the models from "Monetary Economics 2e" by Godley and Lavoie, 2012☆83Updated 3 years ago
- A python library for generating macro-economic scenarios☆10Updated 11 months ago
- Julia and Python programs that implement some of the tools described in my book "Stochastic Methods in Asset Pricing" (SMAP), MIT Press 2…☆24Updated 4 years ago
- Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis☆26Updated 3 years ago
- Quantitative Economics with Python☆112Updated this week
- Python client to read IMF World Economic Outlook (WEO) dataset as pandas dataframe.☆36Updated last year
- Agent-based model of the UK housing market.☆45Updated last year
- Democratizing Index Tracking for Small Investors in Europe: A Meta-Learning Method for Sparse Portfolio Optimization☆83Updated 2 years ago
- Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agents☆22Updated 6 years ago
- Notebooks that support https://python-advanced.quantecon.org☆19Updated last month
- ☆65Updated last year
- ☆79Updated 4 years ago
- US Treasuries Yield Curve Data☆27Updated 3 years ago
- The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance☆104Updated 3 years ago
- Economic scenario generator for python: simulate stocks, interest rates, and other stochastic processes.☆141Updated 2 years ago
- Algorithmic game theory, recursive macroeconomics, machine learning for econometrics☆53Updated 7 years ago
- A library for discrete-time Markov chains analysis.☆93Updated 11 months ago
- Python class and jupyter iPython notebook for pricing a fixed coupon bond☆24Updated 6 years ago
- Probabilistic programming framework that facilitates objective model selection for time-varying parameter models.☆168Updated last year
- Use Python like a spreadsheet!☆113Updated this week