Doj-i / NYU_Machine_Learning_in_FinanceLinks
The specialization provides the knowledge and practical skills necessary to develop a strong foundation on core paradigms of machine learning, with a focus on applications of ML to various practical problems in Finance
☆20Updated 5 years ago
Alternatives and similar repositories for NYU_Machine_Learning_in_Finance
Users that are interested in NYU_Machine_Learning_in_Finance are comparing it to the libraries listed below
Sorting:
- Portfolio optimization using Genetic algorithm.☆62Updated 4 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆73Updated 5 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆178Updated 2 months ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆92Updated 4 years ago
- ☆82Updated 11 months ago
- ☆141Updated 2 years ago
- CS7641 Team project☆96Updated 5 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 5 years ago
- Notes on Advances in Financial Machine Learning☆82Updated 6 years ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆266Updated 3 weeks ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆171Updated 6 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆86Updated 3 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆92Updated 2 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆120Updated 3 weeks ago
- Solutions for selected exercises from Advances in Financial Machine Learning by Marcos Lopez De Prado☆75Updated 3 years ago
- ☆73Updated 5 years ago
- This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.☆52Updated 6 years ago
- Notebooks based on financial machine learning.☆53Updated 5 years ago
- Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.☆162Updated 4 years ago
- Package based on the textbooks: Advances in Financial Machine Learning and Machine Learning for Asset Managers, by Marcos Lopez de Prado.☆25Updated 5 years ago
- Quantamental finance research with python☆153Updated 3 years ago
- Macrosynergy Quant Research☆159Updated 2 weeks ago
- ☆43Updated 2 years ago
- Deep Learning Statistical Arbitrage☆243Updated 3 years ago
- Python Financial ENGineering (PyFENG package in PyPI.org)☆173Updated last month
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆48Updated 3 years ago
- Neural network local volatility with dupire formula☆79Updated 4 years ago
- Statistical Jump Models in Python, with scikit-learn-style APIs☆111Updated 9 months ago
- Material for QuantUniversity talk on Sythetic Data Generation for Finance.☆121Updated 4 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆172Updated 3 years ago