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
- Portfolio optimization with cvxopt☆40Updated 10 months ago
- The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance☆104Updated 3 years ago
- Python for Quant Finance -- The New Benchmark☆25Updated 3 years ago
- Resources for the Machine Learning for Finance workshop at Texas State University (November 2022).☆16Updated 3 years ago
- Risk tools for commodities trading and finance☆36Updated last week
- Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…☆144Updated 3 years ago
- Code of paper "Stock Price Prediction Incorporating Market Style Clustering" published in Cognitive Computation.☆26Updated 4 years ago
- Tools for investing in Python☆46Updated 3 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆47Updated 8 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated last year
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆43Updated 5 years ago
- Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices☆120Updated last month
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri☆33Updated 4 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
- Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine…☆49Updated 8 months ago
- Material for QuantUniversity talk on Sythetic Data Generation for Finance.☆122Updated 5 years ago
- A collection of projects published by Bloomberg's Quantitative Finance Research team.☆133Updated 4 years ago
- Simple portfolio analysis and management.☆30Updated 4 years ago
- Implementations of Leading Algorithms in Quantitative Finance☆63Updated 8 years ago
- Jupyter Notebooks Collection for Learning Time Series Models☆75Updated 6 years ago
- Quantitative finance research notebooks☆23Updated 5 years ago
- Time-Series Cross-Validation Module☆46Updated 4 years ago
- How to detect stock market crashes with topology.☆82Updated 4 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆123Updated 4 years ago
- ☆12Updated last year
- Pyquant - Python modules and notebooks for stock market predictive analytics, machine learning, financial transformations and joins, plot…☆40Updated 2 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆42Updated last year