Apress / data-mining-algorithms-cpp
Source Code for Data Mining Algorithms in C++ by Timothy Masters
☆33Updated 6 years ago
Related projects: ⓘ
- Source code for 'Options and Derivatives Programming in C++' by CARLOS OLIVEIRA☆34Updated 7 years ago
- Code repository of Learning Quantitative Finance with R by Packt☆41Updated last year
- Source Code for 'Practical C++20 Financial Programming' by Carlos Oliveira☆24Updated 2 years ago
- Source code for 'Assessing and Improving Prediction and Classification' by Timothy Masters☆15Updated 6 years ago
- Source code for 'Practical C++ Financial Programming' by Carlos Oliveira☆27Updated 7 years ago
- Numerical methods (e.g., binomial trees, Monte Carlo, and finite different methods) for option pricing☆18Updated 6 years ago
- ☆19Updated this week
- A fast, interactive, graphical-user-interface oriented software suite for predictive modeling, multivariate time series analysis, real-t…☆17Updated 7 years ago
- A high-performance, open-source, header-only C++(>=11) library for pricing derivatives.☆56Updated last year
- Backtesting tool on tick data☆10Updated 7 years ago
- ☆22Updated 3 years ago
- ☆25Updated this week
- QuantLib with adjoint algorithmic differentiation (AAD)☆45Updated 8 years ago
- a new simulator for statistical arbitrage☆14Updated 9 years ago
- ☆16Updated 3 years ago
- Price response function and spread impact analysis in correlated financial markets☆15Updated 2 years ago
- Notebooks and stuff from quantfiction.com☆35Updated 4 years ago
- Open source Forex trading.☆32Updated 7 years ago
- Source Code for 'Options and Derivatives Programming in C++20' by Carlos Oliveira☆16Updated 3 years ago
- Machine Learning for Quantitative Finance☆22Updated 6 years ago
- C++ trading client with Qt gui☆40Updated 9 years ago
- header only essentials of QuantLib☆24Updated 6 years ago
- Python package for a class of tractable SPDE models for limit order book modeling☆34Updated 3 years ago
- Scala OrderBook Reconstructor for high-frequency order-flow data☆16Updated last year
- Development space for PhD in Finance☆33Updated 4 years ago
- Library for simulation and analysis of vanilla and exotic options☆28Updated 4 years ago
- ☆15Updated last year
- Modeling the volatility of commodity futures Indices☆13Updated 7 years ago
- quant++: A C++ quantitative trading framework.☆22Updated 12 years ago
- Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling☆16Updated 5 years ago