AliHabibnia / CMDA_4984_Data_Science_for_Quantitative_FinanceLinks
This course in applied data science covers the theoretical foundations of advanced quantitative approaches in machine learning, econometrics, risk and portfolio management, algorithmic trading, and financial forecasting. (first taught at Virginia Tech in 2019)
☆46Updated 7 months ago
Alternatives and similar repositories for CMDA_4984_Data_Science_for_Quantitative_Finance
Users that are interested in CMDA_4984_Data_Science_for_Quantitative_Finance are comparing it to the libraries listed below
Sorting:
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆31Updated 5 years ago
- This collects the scripts and notebooks required to reproduce my published work.☆48Updated 2 weeks ago
- Portfolio optimization with cvxopt☆40Updated 10 months ago
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆45Updated 6 years ago
- Quant Research☆95Updated 3 weeks ago
- Resources for the AI in Finance Workshop at Texas State University (October 2023).☆53Updated 2 years ago
- ☆18Updated 2 years ago
- Algorithmic Short-Selling with Python☆113Updated 3 years ago
- Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio retur…☆30Updated 4 years ago
- ☆47Updated 2 years ago
- Predictive yield curve modeling in reduced dimensionality☆44Updated 2 years ago
- ☆78Updated 4 years ago
- Source code for Multicriteria Portfolio Construction with Python☆31Updated 4 years ago
- Alpha Generation using Data Science and Quantitative Analysis with integrated Risk Model☆52Updated 5 years ago
- This repository contains the code for the O'Reilly book Reinforcement Learning for Finance.☆68Updated 7 months ago
- By means of stochastic volatility models☆44Updated 5 years ago
- applications for risk management through computational portfolio construction methods☆44Updated 5 years ago
- Code for Machine Learning for Algorithmic Trading, 2nd edition.☆19Updated 3 years ago
- Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine…☆49Updated 8 months ago
- Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & …☆40Updated last year
- Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes☆52Updated 5 years ago
- This repository is the result of our work for the course CSCI-SHU 360 Machine Learning☆76Updated 4 years ago
- ☆84Updated last year
- 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 8 months ago
- ☆34Updated 5 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆88Updated 3 years ago
- ☆47Updated 2 years ago
- AlphaWaveData delivers APIs for financial data analysis.☆72Updated 4 years ago
- The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance☆104Updated 3 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated last year