Apress / data-mining-algorithms-cppLinks
Source Code for Data Mining Algorithms in C++ by Timothy Masters
☆36Updated 7 years ago
Alternatives and similar repositories for data-mining-algorithms-cpp
Users that are interested in data-mining-algorithms-cpp are comparing it to the libraries listed below
Sorting:
- Source code for 'Options and Derivatives Programming in C++' by CARLOS OLIVEIRA☆35Updated 8 years ago
- Source Code for 'Testing and Tuning Market Trading Systems' by Timothy Masters☆82Updated 6 years ago
- Source Code for 'Practical C++20 Financial Programming' by Carlos Oliveira☆26Updated 3 years ago
- Price response function and spread impact analysis in correlated financial markets☆15Updated 6 months ago
- A high-performance, open-source, header-only C++(>=11) library for pricing derivatives.☆59Updated 2 years ago
- QuantLib ported to C++17 and with all Boost dependency removed☆75Updated 7 years ago
- QuantLib with adjoint algorithmic differentiation (AAD)☆49Updated 9 years ago
- Source code for 'Assessing and Improving Prediction and Classification' by Timothy Masters☆19Updated 7 years ago
- header only essentials of QuantLib☆24Updated 7 years ago
- Code repository of Learning Quantitative Finance with R by Packt☆46Updated 2 years ago
- Sample trading strategies using price data and conventional indicators☆16Updated 8 years ago
- Library for simulation and analysis of vanilla and exotic options☆33Updated 5 years ago
- Matlab Financial Engineering Toolkit☆9Updated 8 years ago
- α collection of resources for people interested in quant finance☆53Updated 6 years ago
- Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)☆183Updated 3 years ago
- Numerical methods (e.g., binomial trees, Monte Carlo, and finite different methods) for option pricing☆19Updated 7 years ago
- Tutorials about Machine Learning and Deep Learning☆30Updated 6 years ago
- Exporting C++ code to Excel : a quick and painless tutorial by Antoine Savine☆20Updated 2 years ago
- AAD enabled and scripting included derivatives modeling.☆22Updated last week
- PYBOR is multi-curve interest rate framework and risk engine based on multivariate optimization techniques, written in Python☆41Updated last year
- Source code for 'Practical C++ Financial Programming' by Carlos Oliveira☆27Updated 8 years ago
- A fast, interactive, graphical-user-interface oriented software suite for predictive modeling, multivariate time series analysis, real-t…☆18Updated 8 years ago
- Backtesting tool on tick data☆11Updated 8 years ago
- Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling☆19Updated 6 years ago
- Arbitrage free SVI Surface☆14Updated 7 years ago
- Implementations of the Heston stochastic volatility model☆24Updated 10 years ago
- ☆28Updated 10 years ago
- Algorithmic multi-greek hedges using Python☆20Updated 4 years ago
- In this project, I explore various machine learning techniques including Principal Component Analysis (PCA), Support Vector Machines (SVM…☆10Updated 2 years ago
- A framework for historical volatility estimation and analysis.☆35Updated 5 years ago