This Model is created to describe the credit risk of a listed company
☆26Apr 11, 2017Updated 8 years ago
Alternatives and similar repositories for KMVmodel
Users that are interested in KMVmodel are comparing it to the libraries listed below
Sorting:
- 系统性风险指标计算☆10Apr 20, 2020Updated 5 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆30Oct 21, 2018Updated 7 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Feb 11, 2021Updated 5 years ago
- Sparse regression of mixed-frequency VectorAutoregressions☆10May 11, 2022Updated 3 years ago
- R Implementation of the Time Varying Cointegration by Bierens and Martins 2010☆10Apr 14, 2016Updated 9 years ago
- Matlab library for Time Varying Parameter Vector Auto Regressions with Stochastic Volatility (Bayesian solution)☆13Jan 11, 2018Updated 8 years ago
- extendable field for use in Django Models☆29May 7, 2023Updated 2 years ago
- Docker image build for backtrader running on Jupyter Notebook / Anaconda 3 / Python 3☆13Oct 22, 2020Updated 5 years ago
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 years ago
- A Python package for accessing the OpenCorporates API☆11Feb 12, 2019Updated 7 years ago
- Difference-in-Differences analysis of survey data to estimate causal effects☆10Feb 27, 2019Updated 7 years ago
- Renko Strategy for freqtrade☆11May 24, 2023Updated 2 years ago
- This is a repository that goes hand by hand with my Medium Series under the same name. Here, each article will be further developed, with…☆12Sep 30, 2020Updated 5 years ago
- ☆13May 15, 2017Updated 8 years ago
- An experimental API for Extreme Learning machines Neural Networks made with TensorFlow.☆10Oct 23, 2018Updated 7 years ago
- A bot for an algorithmic trading competition that trades options using statistical arbitrage and delta and vega hedging☆12Jan 27, 2018Updated 8 years ago
- This is a read-only mirror of the CRAN R package repository. rumidas — Univariate GARCH-MIDAS, Double-Asymmetric GARCH-MIDAS and MEM-MI…☆12Mar 18, 2025Updated 11 months ago
- A Python based implementation of swap curve bootstrapping using a multi-dimensional solver.☆11Aug 17, 2025Updated 6 months ago
- Powerful Rich Vehicle Routing Problem Simulator☆11Jan 25, 2025Updated last year
- ☆11Jul 20, 2015Updated 10 years ago
- Hull-White 1/2 Factor Dynamics☆15Aug 20, 2022Updated 3 years ago
- ☆15Mar 22, 2022Updated 3 years ago
- This project is a Python demonstrator for the stochastic grid bundling method (SGBM) to solve backward stochastic differential equations …☆12Nov 19, 2018Updated 7 years ago
- Python methods to create a Ho-Lee binomial interest rate model for fixed income security pricing: caps, swaps, bonds, etc.☆16Apr 28, 2024Updated last year
- ljTools 是一套处理数据的常用函数工具包,简化数据处理。具有高度的易用性和复用性,用户无需关注各种繁琐的实现细节,一条语句即可构建出需要的结果。 包括:日期类型,获取年月日、获取星期、将日期转为时间戳、将时间戳转为日期; Number类型,数字转化为带三位逗号的字符串…☆12Nov 1, 2018Updated 7 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
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Mar 23, 2017Updated 8 years ago
- Creating, training and backtesting of VaR and ES models based on Importance Sampling☆11Apr 14, 2023Updated 2 years ago
- Useful functions to analyze Asset Backed Securities deals☆13Oct 22, 2021Updated 4 years ago
- A lean package to estimate financial asset betas☆11Feb 12, 2023Updated 3 years ago
- MongoDB-based storage engine for Openchain☆11Dec 26, 2016Updated 9 years ago
- Web-based tool for straight-forward class annotation of audio files☆11Aug 19, 2020Updated 5 years ago
- 基础巩固阶段:阅读《疯狂Python讲义》一书,将其 中的一些重点知识和新的观点记录下来;同时,通过练习代码,巩固知识点,提高代码的应用水平☆10Jul 30, 2019Updated 6 years ago
- Built a pairs trading strategy in emerging markets using a rolling Kalman-filter beta and spread half-life, with z-score position sizing,…☆17Aug 10, 2024Updated last year
- A project of implementing, modeling, and simulating asset-backed securities.☆16Mar 27, 2018Updated 7 years ago
- A lightweight graph class library relevant for causal inference.☆13Mar 8, 2023Updated 3 years ago
- Some Quant ideas in Backtrader☆12Jan 12, 2022Updated 4 years ago
- Multivariate DCC-GARCH model☆16Sep 27, 2018Updated 7 years ago
- Interest-rate modeling and Fixed Income Pricing in Python☆12Dec 23, 2020Updated 5 years ago