FinancialEngineerLab / finefinanceLinks
KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@
☆28Updated 3 years ago
Alternatives and similar repositories for finefinance
Users that are interested in finefinance are comparing it to the libraries listed below
Sorting:
- By means of stochastic volatility models☆44Updated 5 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆28Updated 5 years ago
- Construction of local volatility surface by using SABR☆30Updated 8 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago
- ☆24Updated 6 years ago
- Semi-automatic analysis of a financial series using Python.☆13Updated 3 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆62Updated 2 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆34Updated 2 years ago
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆34Updated last year
- The course, authored by Prof. Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading)…☆13Updated 6 years ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆25Updated 4 months ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 5 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 6 years ago
- Dispersion Trading using Options☆33Updated 8 years ago
- Machine Learning for Asset Managers☆17Updated 4 years ago
- ☆41Updated 2 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- quantitative asset allocation strategy☆27Updated 5 months ago
- generic project files☆39Updated 8 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆45Updated 3 years ago
- ☆17Updated 7 years ago
- SOFR curve bootstrapping☆26Updated 4 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- Portfolio optimization with cvxopt☆38Updated 5 months ago
- Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Eu…☆27Updated 2 weeks ago
- Library for simulation and analysis of vanilla and exotic options☆33Updated 5 years ago
- Implementation of a variety of Value-at-Risk backtests☆37Updated 6 years ago
- Delta hedging under SABR model☆32Updated last year