FinancialComputingUCL / DataDrivenModelingLinks
Tutorials for Data Driven Modeling
☆11Updated last year
Alternatives and similar repositories for DataDrivenModeling
Users that are interested in DataDrivenModeling are comparing it to the libraries listed below
Sorting:
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated 7 months ago
- ☆14Updated 5 years ago
- Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈☆14Updated 3 years ago
- Statistical Methods in Finance☆14Updated 3 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆12Updated 8 years ago
- Value and Momentum Using Machine Learning☆11Updated 4 years ago
- ☆16Updated 2 months ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- ☆26Updated 10 months ago
- Code for reproducing results from the paper "Unified Long Horizon Time Series Benchmark"☆18Updated last year
- This is a sentiment trading strategy, written in Python, and applying NLP on 10-K's from the SEC EDGAR database.☆10Updated 3 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆14Updated last year
- Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.☆21Updated last year
- Time series regime analysis in python☆13Updated 2 years ago
- A Quantitative Finance Engineering Project☆13Updated 2 years ago
- Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.☆10Updated 7 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- Quant finance scripts☆16Updated 2 months ago
- Financial Strategy Resources☆16Updated 3 years ago
- Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject☆13Updated 7 years ago
- Using Extreme Value Theory (EVT) to Estimate Value-at-Risk (VaR) and Expected shortfall (ES)☆11Updated 4 years ago
- Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization☆35Updated last year
- Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling☆19Updated 6 years ago
- Implementation of financial models in pricing derivatives and implementation of python object oriented programming (OOP) features: 1. Fi…☆14Updated 7 years ago
- Deep Neural Network Framework Based on Backward Stochastic Differential Equations for Pricing and Hedging American Options in High Dimens…☆21Updated 4 years ago
- Applying Differential Machine Learning to Calibrate Heston Model☆18Updated last year
- Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agents☆22Updated 6 years ago
- Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic…☆21Updated last year
- Algorithmic implementation of automated adjustment of delta hedged initialized short straddle deployed over Derivatives (Options) market☆13Updated 2 years ago
- 📝 Introduction to Monte Carlo methods in Finance Workshop Materials☆19Updated 2 years ago