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
☆24Jun 15, 2020Updated 6 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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- replication of micro-price on crytocurrency data☆10Feb 27, 2022Updated 4 years ago
- Statistical Methods in Finance☆19Feb 2, 2022Updated 4 years ago
- A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for vol…☆22Feb 2, 2025Updated last year
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10May 11, 2020Updated 6 years ago
- ☆10Jun 4, 2018Updated 8 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Deevs' dotfiles☆20Jun 18, 2026Updated 2 weeks ago
- ☆27Sep 28, 2021Updated 4 years ago
- WQU capstone project - short term currency trading strategy utilizing machine learning☆12Dec 8, 2022Updated 3 years ago
- This intermediate applied econometrics course covers the theoretical, computational, and statistical underpinnings of the big data analys…☆29Mar 17, 2026Updated 3 months ago
- PyTorch code for DeepTime: Deep Time-Index Meta-Learning for Non-Stationary Time-Series Forecasting☆11Jan 9, 2023Updated 3 years ago
- Engle-Granger cointegration models in R☆18Feb 27, 2023Updated 3 years ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆11Apr 8, 2020Updated 6 years ago
- Order Book Imbalance trading strategy☆11Nov 21, 2022Updated 3 years ago
- Script for trade arbitrage opportunities between European-style options and Perpetual futures, with notifications in telegram☆11Jun 10, 2023Updated 3 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Mar 23, 2017Updated 9 years ago
- Python demo code for LOBSTER limit order book data☆13Dec 19, 2019Updated 6 years ago
- This course will introduce the student to classic machine learning algorithms and deep neural network structures. The style will be first…☆26Feb 23, 2026Updated 4 months ago
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …☆12Jul 10, 2021Updated 4 years ago
- ☆23Jun 7, 2017Updated 9 years ago
- Easylanguage-based program trading tools☆19Apr 3, 2019Updated 7 years ago
- The project involves performing clustering analysis (K-Means, Hierarchical clustering, visualization post PCA) to segregate stocks based …☆16Jan 20, 2022Updated 4 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆14Dec 11, 2022Updated 3 years ago
- robotRay is a python robo trader bot for several strategies including: 1) naked puts based on a simple vega crush algo, 2) golden cross. …☆14Aug 27, 2021Updated 4 years ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- A dojo to learn how to build a simple docker images, run it locally and deploy it in a kind cluster.☆10Jun 25, 2026Updated last week
- This algorithm takes a daily position on the SPY ETF by indirectly predicting the change in price through the put/call ratio. I do this b…☆12Jan 16, 2022Updated 4 years ago
- A Repo of Time-series analysis techniques. Holt-Winter methods, ACF/PACF, MA, AR, ARMA, ARIMA, SARIMA, SARIMAX, VAR, VARMA, RNN Keras, Fa…☆19May 8, 2020Updated 6 years ago
- A research project to study the gamma exposure of market-makers in Bitcoin option markets.☆16Sep 12, 2020Updated 5 years ago
- Nonlinear Kalman Filter - Extended, Central Difference, Unscented Kalman Filter☆10May 18, 2022Updated 4 years ago
- ☆13Aug 7, 2021Updated 4 years ago
- 📱 移动端优先的模拟软键盘，欢迎 Fork，访问右侧链接查看一点儿 Demos 🏗☆14Feb 15, 2022Updated 4 years ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆17Dec 26, 2022Updated 3 years ago
- Market making strategies and scientific papers☆14Aug 20, 2023Updated 2 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Microsoft Office Add-ins Documentation for Chinese(Simplified)☆12Dec 16, 2022Updated 3 years ago
- Publicly available Python and Gretl code from posts at my blog Prognostikon☆11Mar 1, 2026Updated 4 months ago
- A look-alike model to identify potential clients based on certain characteristics from the existing customer base.☆13Dec 8, 2022Updated 3 years ago
- Price response function and spread impact analysis in correlated financial markets☆15Jan 13, 2025Updated last year
- Option Strategy for Futures☆20Jul 29, 2020Updated 5 years ago
- Fear and volatility in crypto markets☆14Dec 8, 2022Updated 3 years ago
- We propose using Probabilistic Graphical Models such as Bayesian Networks and Hidden Markov Models to construct a global-macro trading st…☆13Apr 28, 2018Updated 8 years ago