☆16Nov 16, 2016Updated 9 years ago
Alternatives and similar repositories for Baruch-MFE-Credit-Risk-Modeling
Users that are interested in Baruch-MFE-Credit-Risk-Modeling are comparing it to the libraries listed below
Sorting:
- Baruch course - Market Microstructure☆14Feb 2, 2016Updated 10 years ago
- Analytical solution and calibration☆14Aug 1, 2011Updated 14 years ago
- ☆16Dec 11, 2020Updated 5 years ago
- Baruch MFE program quant lab☆17Feb 19, 2017Updated 9 years ago
- WQU capstone project - short term currency trading strategy utilizing machine learning☆12Dec 8, 2022Updated 3 years ago
- Quantitative Finance & Algorithmic Trading in Python course of Udemy☆13Nov 14, 2017Updated 8 years ago
- Homework for Baruch C++ Programming for Financial Engineering Course☆32Oct 16, 2020Updated 5 years ago
- R presentation files (knitr, shiny, etc.)☆12Jan 19, 2026Updated last month
- Option Strategy for Futures☆17Jul 29, 2020Updated 5 years ago
- This repo contains lecture notes and projects for Spring 2017 MTH9894 Systematic Trading course☆16May 26, 2017Updated 8 years ago
- A Practical Application of Hidden Markov Model to Kalman Filter-Based Pairs Trading☆20May 4, 2021Updated 4 years ago
- Implementation of "Time-varying vector autoregressive models with stochastic volatility" by Kostas Triantafyllopoulos available at arxiv …☆23May 23, 2011Updated 14 years ago
- Code used to implement various stochastic intensity models for univariate and multivariate credit risk models.☆21Nov 10, 2013Updated 12 years ago
- Repository attached to the paper with the same name.☆21Jun 15, 2021Updated 4 years ago
- ☆24Jan 26, 2020Updated 6 years ago
- Markov Switching Models for Statsmodels☆24Jun 21, 2016Updated 9 years ago
- modeling FICC market with QuantLib☆22Nov 16, 2022Updated 3 years ago
- CQF Project based on introducing Pair Trading for Energy Stocks with VAR (Vector Autoregression), Engle Granger Approach, Backtesting, Op…☆15Oct 18, 2019Updated 6 years ago
- ☆54Jun 21, 2017Updated 8 years ago
- Algorithmic Trading Challenge implemented as part of the term project for Foundations of Machine Learning at NYU Courant in Fall 2016 (ht…☆27Oct 9, 2021Updated 4 years ago
- The tool facilitates debugging convergence issues and testing new algorithms and recipes for training LLMs using Nvidia libraries such as…☆18Sep 17, 2025Updated 5 months ago
- quantitative asset allocation strategy☆36Jan 19, 2025Updated last year
- Python Package: Fitting and Forecasting the yield curve☆39Feb 25, 2021Updated 5 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆34Aug 18, 2020Updated 5 years ago
- Lapras is developed to facilitate the dichotomy model development work.☆11Sep 7, 2023Updated 2 years ago
- ☆37Mar 28, 2023Updated 2 years ago
- Backtesting fbprophet prediction of Silver prices for 2017☆14Nov 29, 2017Updated 8 years ago
- Implements different approaches to tactical and strategic asset allocation☆45Dec 23, 2024Updated last year
- Paper published in the Journal of Investment Management, co-authored with Sanjiv R. Das☆13Oct 4, 2017Updated 8 years ago
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 years ago
- ☆11Aug 3, 2023Updated 2 years ago
- A trading algorithm utilizing a Naive Bayes classifier to predict expected returns, GARCH (1,1) volatility forecasting, and the Markowitz…☆10Dec 22, 2017Updated 8 years 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
- Calibration and pricing options in Heston model☆14Dec 24, 2017Updated 8 years ago
- Fractional Brownian Motion package☆11Jun 24, 2022Updated 3 years ago
- Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]☆12Nov 3, 2023Updated 2 years ago
- TEJ_API_Python_實戰應用☆12Dec 26, 2024Updated last year
- credit risk score card develop by python(version 3.6)☆40Dec 12, 2017Updated 8 years ago
- AIFI bootcamp☆13Mar 2, 2022Updated 4 years ago