Code and Notes for fat-tailed statistics.
☆69Feb 23, 2025Updated last year
Alternatives and similar repositories for fattails
Users that are interested in fattails are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Python / R / Mathematica / ___ code and commentaries based on Nassim Taleb's "Statistical Consequences of Fat Tails" - Feel free to contr…☆90Jan 31, 2021Updated 5 years ago
- Repository for the code examples backing each meet-up session☆30Apr 27, 2022Updated 3 years ago
- ☆15Jun 2, 2020Updated 5 years ago
- ☆12Dec 21, 2022Updated 3 years ago
- Thesis support material☆11Mar 28, 2021Updated 5 years ago
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Mar 23, 2017Updated 9 years ago
- Accompanying code to my master thesis: "Neural Network assisted Option Pricing under Rough Volatility: An Empirical Validation".☆12Apr 14, 2022Updated 3 years ago
- We implement RSQE and HQE simulation schemes from the paper Efficient simulation of affine forward volatility models.☆18Jun 10, 2022Updated 3 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆15Jul 17, 2023Updated 2 years ago
- Financial Strategy Resources☆18May 21, 2022Updated 3 years ago
- Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.☆12Sep 29, 2017Updated 8 years ago
- Parametric estimation of multivariate Hawkes processes with general kernels.☆14May 27, 2024Updated last year
- Implied volatility surface interpolation with shape-constrained bayesian neural network.☆15Sep 18, 2021Updated 4 years ago
- This novel model and associated paper proposes the use of a two-stage K- means clustering for variable selection and then using decision …☆11Nov 4, 2020Updated 5 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Hawkes with Latency☆20Jan 16, 2021Updated 5 years ago
- Program that detects arbitrage opportunities in the foreign exchange market using Bellman-Ford algorithm.☆10Aug 1, 2021Updated 4 years ago
- ☆28Aug 26, 2024Updated last year
- Vlad helps you distribute your stake on Numer.ai☆12Feb 27, 2026Updated last month
- a unified environment for supervised learning and reinforcement learning in the context of quantitative trading☆46Jun 9, 2021Updated 4 years ago
- Security-Constrained Unit Commitment Programming Project☆11Jul 17, 2025Updated 8 months ago
- Basic Limit Order Book functions☆23Apr 4, 2018Updated 8 years ago
- ☆17Mar 26, 2018Updated 8 years ago
- NumerBay (https://numerbay.ai) - The Numerai Community Marketplace for anything Numerai.☆18Updated this week
- Wordpress hosting with auto-scaling on Cloudways • AdFully Managed hosting built for WordPress-powered businesses that need reliable, auto-scalable hosting. Cloudways SafeUpdates now available.
- Qt utilities to enable hot-reloading of python/Qt code☆12Mar 27, 2026Updated last week
- Robust deep hedging and Non-linear generalized affine processes☆13Mar 7, 2025Updated last year
- A web application to help check for domain or SSL/TLS certificate expirations.☆13Mar 9, 2023Updated 3 years ago
- Copula fitting in Python.☆13Dec 4, 2023Updated 2 years ago
- An interactive financial calculator that shows retirement growth over time.☆13Apr 14, 2021Updated 4 years ago
- In this project, I explore various machine learning techniques including Principal Component Analysis (PCA), Support Vector Machines (SVM…☆11Dec 5, 2022Updated 3 years ago
- Hurst exponent evaluation and R/S-analysis in Python☆335Nov 18, 2025Updated 4 months ago
- Momentum and position based trading strategy analysis☆11May 31, 2017Updated 8 years ago
- A mirror of the Open Risk white paper collection☆10Nov 11, 2025Updated 4 months ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting with the flexibility to host WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Cloudways by DigitalOcean.
- ☆11Aug 27, 2022Updated 3 years ago
- Este é um bot automatizado de investimento em opções binárias desenvolvido utilizando a biblioteca aiogram para interação com o Telegram,…☆11Aug 4, 2023Updated 2 years ago
- ☆22Jun 20, 2018Updated 7 years ago
- ☆40Feb 3, 2026Updated 2 months ago
- Limit Orderbook Replay/Analysis Library☆10Nov 19, 2018Updated 7 years ago
- Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization☆18Sep 22, 2024Updated last year
- AUTOMATED SIGNAL GENERATOR FOR STOCKS/FX-PAIRS☆12Mar 28, 2020Updated 6 years ago