DidierRLopes / UnivariateTimeSeriesForecastLinks
PhD Thesis: "Data Science in the Modeling and Forecasting of Financial Timeseries: from Classic methodologies to Deep Learning"
☆36Updated 4 years ago
Alternatives and similar repositories for UnivariateTimeSeriesForecast
Users that are interested in UnivariateTimeSeriesForecast are comparing it to the libraries listed below
Sorting:
- 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 8 months ago
- Python for Quant Finance -- The New Benchmark☆26Updated 3 years ago
- Resources for the Machine Learning for Finance workshop at Texas State University (November 2022).☆16Updated 3 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆43Updated 5 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Portfolio optimization with cvxopt☆40Updated 3 weeks ago
- 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☆103Updated 3 years ago
- Time-Series Cross-Validation Module☆46Updated 4 years ago
- Tools for investing in Python☆47Updated 3 years ago
- Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine…☆49Updated 8 months ago
- Code of paper "Stock Price Prediction Incorporating Market Style Clustering" published in Cognitive Computation.☆26Updated 4 years ago
- Risk tools for commodities trading and finance☆36Updated 3 weeks ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆22Updated 6 years ago
- Tools to analyze financial timeseries of single assets or portfolios. It is made for daily or less frequent data.☆30Updated this week
- Backtesting the thesis paper entitled: Trading volatility Trading strategies based on the VIX term structure☆30Updated 3 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆66Updated 3 years ago
- How to detect stock market crashes with topology.☆82Updated 4 years ago
- Resources for the AI in Finance Workshop at Texas State University (October 2023).☆53Updated 2 years ago
- Simple portfolio analysis and management.☆30Updated 4 years ago
- quantitative - Quantitative finance back testing library☆65Updated 6 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆63Updated 5 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated last year
- Real-time & historical data API for US stocks and options☆66Updated last year
- Jupyter Notebooks Collection for Learning Time Series Models☆75Updated 6 years ago
- everything quantitative finance related☆24Updated 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
- Quantamental finance research with python☆153Updated 3 years ago
- Library for simulation and analysis of vanilla and exotic options☆34Updated 5 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 3 years ago