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)
☆47Updated 8 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:
- This collects the scripts and notebooks required to reproduce my published work.☆48Updated last month
- The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance☆104Updated 3 years ago
- Portfolio optimization with cvxopt☆40Updated last month
- Resources for the AI in Finance Workshop at Texas State University (October 2023).☆53Updated 2 years ago
- ☆34Updated 5 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆31Updated 5 years ago
- 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…☆41Updated last year
- Portfolio Construction and Risk Management book's Python code.☆167Updated last week
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆45Updated 6 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 9 months ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆277Updated last week
- Code of paper "Stock Price Prediction Incorporating Market Style Clustering" published in Cognitive Computation.☆26Updated 4 years ago
- ☆80Updated 4 years ago
- Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine…☆48Updated 9 months ago
- ☆65Updated 2 years ago
- This repository contains the code for the O'Reilly book Reinforcement Learning for Finance.☆74Updated 8 months ago
- Jupyter Notebooks and code for the book Financial Theory with Python (O'Reilly) by Yves Hilpisch.☆99Updated 2 years ago
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆159Updated 2 years ago
- Material for QuantUniversity talk on Sythetic Data Generation for Finance.☆124Updated 5 years ago
- Quant Research☆99Updated this week
- The repository of "Python for Finance Cookbook" 2nd edition☆254Updated 3 years ago
- 📒 A collection of notes exploring Quantitative Finance concepts with Python☆93Updated 4 months ago
- Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio retur…☆31Updated 4 years ago
- Quantitative finance research notebooks☆24Updated 5 years ago
- ☆47Updated 2 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆88Updated 4 years ago
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆40Updated last year
- Python for Portfolio Optimization: The Ascent! First working lessons to ascend the hilly terrain of Portfolio Optimization in seven strid…☆90Updated 5 years ago
- Probabilistic Machine Learning for Finance and Investing: A Primer to Generative AI with Python☆124Updated 8 months ago
- Algorithmic Short-Selling with Python☆115Updated 3 years ago