AIM-IT4 / stochPathSim
☆15Updated 2 months ago
Alternatives and similar repositories for stochPathSim:
Users that are interested in stochPathSim are comparing it to the libraries listed below
- Portfolio optimization with cvxopt☆37Updated 2 months ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- ☆14Updated 5 months ago
- Entropy Pooling in Python with a BSD 3-Clause license.☆38Updated 5 months ago
- ☆21Updated 3 years ago
- ☆45Updated last year
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆12Updated 2 years ago
- Semi-automatic analysis of a financial series using Python.☆12Updated 3 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 5 years ago
- ☆25Updated last month
- Using Dask, a Python framework, I handle 900 million rows of S&P E-mini futures trade tick data directly on a local machine. Through expl…☆38Updated last year
- ☆20Updated last month
- ☆22Updated last year
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆13Updated last year
- Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"☆30Updated 2 years ago
- ☆17Updated last year
- Quant Invest Lab is a project aimed to provide a set of basic tools for quantitative experiments. By quantitative experiment I mean tryin…☆27Updated last year
- 📒 A collection of notes exploring Quantitative Finance concepts with Python☆71Updated 3 weeks ago
- Portfolio Construction and Risk Management book's Python code.☆83Updated last month
- Material for the workshop Machine Learning for Option Pricing, Calibration and Hedging☆15Updated 5 years ago
- Statistical Jump Models in Python, with scikit-learn-style APIs☆63Updated 2 months ago
- Multivariate GARCH modelling in Python☆16Updated 4 months ago
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated 4 months ago
- Quant Research☆69Updated last week
- Financial Strategy Resources☆15Updated 2 years ago
- Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.☆49Updated 2 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- Implementation of Modern Portfolio Theory and Black Litterman Model☆19Updated 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…☆62Updated 7 months ago
- This repository is the result of our work for the course CSCI-SHU 360 Machine Learning☆58Updated 4 years ago