Apress / implementing-machine-learning-financeLinks
Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri
☆33Updated 4 years ago
Alternatives and similar repositories for implementing-machine-learning-finance
Users that are interested in implementing-machine-learning-finance are comparing it to the libraries listed below
Sorting:
- Development space for PhD in Finance☆33Updated 5 years ago
- Simple portfolio analysis and management.☆29Updated 3 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago
- Jupyter Notebooks Collection for Learning Time Series Models☆74Updated 5 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 6 months ago
- alpha-RNN☆30Updated 5 years ago
- source code☆43Updated 4 years ago
- Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…☆144Updated 2 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆65Updated 3 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 5 years ago
- Repository for teachings on Quant Finance☆50Updated 5 years ago
- Learn the mathematics behind machine learning and explore various mathematical concepts within machine learning.☆43Updated 2 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆22Updated 6 years ago
- Portfolio optimization with cvxopt☆40Updated 8 months ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆30Updated 5 years ago
- Hands-on Python for Finance [Video], Published by Packt☆33Updated 4 years ago
- A collection of various computational methods to optimize a user's investment portfolio using Modern Portfolio Theory and optimizing vari…☆41Updated 5 years ago
- A project of realizing multiple numerical option pricing methods, including trees, Monte Carlo simulations, and finite difference methods…☆20Updated 7 years ago
- Code repository of Learning Quantitative Finance with R by Packt☆46Updated 2 years ago
- Algorithmic multi-greek hedges using Python☆21Updated 4 years ago
- Backtesting toolbox for trading strategies☆113Updated last year
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆46Updated 7 years ago
- A public available dataset for using market sentiment for financial asset allocation.☆23Updated 6 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Quantifying ESG Alpha using Scholar Big Data: An Automated Machine Learning Approach.☆76Updated 4 years ago
- KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@☆27Updated 3 years ago
- Repository of Python for Finance Cookbook, published by Packt☆86Updated 4 years ago
- Financial Portfolio Optimization Algorithms☆58Updated last year
- Financial Engineering and Risk Management Course, 2013☆41Updated 9 years ago