Alternatives and similar repositories for SMAP

Users that are interested in SMAP are comparing it to the libraries listed below

• omartinsky / AmericanMonteCarlo
  Implementation of the Longstaff-Schwartz (American Monte Carlo) algorithm for pricing options and other derivatives with early-exercise f…
  ☆25Updated 5 years ago
• amuguruza / LDP-VolOptions
  Large Deviations for volatility options
  ☆13Updated 6 years ago
• yitaohu88 / Empirical-Method-in-Finance
  Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…
  ☆39Updated 4 years ago
• GiulioRossetti94 / PyBondLab
  ☆27Updated last week
• QuantEcon / dynamic_factor_models
  ☆40Updated 6 years ago
• lnsongxf / Applied_Computational_Economics_and_Finance
  ECON457 2018 Applied Computational Economics and Finance
  ☆27Updated 7 years ago
• algoquant / lecture_slides
  NYU Tandon lecture slides
  ☆31Updated 2 weeks ago
• bashtage / AFE2020
  Advanced Financial Econometrics - Trinity Term 2020
  ☆31Updated 4 years ago
• AIM-IT4 / InterestRateModelsCpp
  ☆24Updated last year
• mfrdixon / G-Learning-Wealth-Management
  ☆23Updated 3 years ago
• roederd / volatility_model_calibration_with_nn
  ☆16Updated 4 years ago
• luphord / longstaff_schwartz
  A Python implementation of the Longstaff-Schwartz linear regression algorithm for the evaluation of call rights an American options.
  ☆43Updated last year
• amuguruza / RoughFCLT
  ☆19Updated 7 years ago
• PaulSoderlind / FinancialEconometrics
  Financial Econometrics (MSc, Julia code)
  ☆65Updated this week
• LechGrzelak / PyStochasticVolatility
  This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…
  ☆15Updated 3 years ago
• deepintomlf / mlfbook
  ☆72Updated 3 years ago
• davidzhou9 / DeepVol
  Using DeepBSDE solver to price/hedge options & optimize portfolios under Black-Scholes, Heston and multiscale models.
  ☆16Updated 5 years ago
• andreachello / Applied-Econometric-Time-Series
  A repository to explore the concepts of applied econometrics in the context of financial time-series.
  ☆38Updated 5 years ago
• yolsever / ML-in-equity-prediction
  My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"
  ☆49Updated 5 years ago
• LikunOuyang / MTH9855-Asset-Allocation
  Asset allocation and Portfolio Management Course @ Baruch MFE
  ☆14Updated 5 years ago
• jieqian2 / Numerical-Methods-in-Finance
  This file includes the code I've written for the course Numerical Method in finance, Stochastic Calculus in Spring 2020.
  ☆11Updated 5 years ago
• s-broda / ComputationalFinance
  Code for the MSc Finance course "Computational Finance" at U Amsterdam
  ☆23Updated 7 years ago
• mfrdixon / GP-CVA
  ☆14Updated 5 years ago
• RoughStochVol / regularity_structure_finance
  Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.
  ☆10Updated 7 years ago
• LRydin / jumpdiff
  JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python
  ☆47Updated 2 years ago
• cvxgrp / exp_util_gm_portfolio_opt
  Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.
  ☆21Updated last year
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆35Updated 6 years ago
• theisij / ml-and-the-implementable-efficient-frontier
  Code repository for "Machine Learning and the Implementable Efficient Frontier" by Jensen, Kelly, Malamud, and Pedersen (2024)
  ☆15Updated 4 months ago
• differential-machine-learning / notebooks
  Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…
  ☆144Updated 2 years ago
• msperlin / MS_Regress-Matlab
  Repository for MS_Regress, a matlab package for estimation and simulation of markov regime switching models
  ☆52Updated 4 years ago