Jace-Yang / heston-model_pricing-formulas-and-calibration
Final project of Topics in Quantitative Finance Summer 2020 in National School of Development, Peking University
☆26Updated 3 years ago
Related projects ⓘ
Alternatives and complementary repositories for heston-model_pricing-formulas-and-calibration
- This project is to explore high-frequency model and strategy. You will expect high-frequency features mining, ml/dl models, and hf tradin…☆29Updated 3 years ago
- Stochastic calculus handbook pdf☆28Updated 8 months ago
- A股量化实盘、模拟实盘。本项目基于券商接口,实现小市值策略DEMO在线实盘交易。您可参照本项目轻松实盘您的本地策略 #A股 #量化☆73Updated last month
- spinesTS, a powerful toolset for time series prediction, is one of the cornerstones of PipelineTS.☆55Updated 8 months ago
- 本项目使用深度强化学习PPO算法,实现期货量化交易框架☆41Updated last year
- The project is a framework for quantitative trading of financial assets.☆41Updated 3 years ago
- TimeBridge: Non-Stationarity Matters for Long-term Time Series Forecasting☆50Updated last week
- Natural Language (NLP): Sentiment Analysis and Bitcoin Return Prediction Using FinBERT☆17Updated 2 years ago
- ☆57Updated last year
- 量化交易平台Java开源开发框架☆137Updated last year
- liangyimingcom / Use-SageMaker_XGBoost-convert-Time-Series-into-Supervised-Learning-for-predictive-maintenance使用SageMaker+XGBoost,将时间序列转换为监督学习,完成预测性维护的实践☆72Updated 3 years ago
- Binance Quantitative Trading Robot☆45Updated 2 years ago
- This resp presents a probabilistic and online forecasting model. In detail, a deep kernel is proposed by integrating the deep soft Spiki…☆32Updated 2 months ago
- Predict stock prices using Long Short-Term Memory (LSTM) networks.☆66Updated last year
- Quantum Finance Library☆106Updated 3 weeks ago
- The code repo contains multiple code reproduction processes of various SOTA deep learning algorithms☆43Updated 2 years ago
- ☆12Updated 5 years ago
- 这个开源项目主要是对经典的时间序列预测算法论文进行复现,模型主要参考自GluonTS,框架主要参考自Informer☆122Updated 3 years ago
- A Large-scale Hierarchical Dynamic Financial Knowledge Base☆55Updated 4 months ago
- Project of Categorical Data Analysis 2020 fall in CUFE.☆19Updated 2 years ago
- ☆93Updated last year
- 轻量型A股爬虫项目☆288Updated 3 months ago
- Social media text data scraping for sentiment analysis (Vader, Bert), correlation study, and Bitcoin price prediction using LSTM and XGB…☆19Updated 2 years ago
- PyXAB - A Python Library for X-Armed Bandit and Online Blackbox Optimization Algorithms☆154Updated 3 weeks ago
- An official implementation of "WFTNet: Exploiting Global and Local Periodicity in Long-term Time Series Forecasting" (ICASSP 2024)☆28Updated 8 months ago
- ltsf: A Python package for easy implementation and testing of top models for long-term time-series forecasting.☆0Updated last year
- ☆23Updated last year
- This is an example of matching optuna's hyper-parameter tuning options with as many pytorh neural net hyper-parameters as possible.☆27Updated 2 years ago
- An official implementation of "Periodicity Decoupling Framework for Long-term Series Forecasting" (ICLR 2024)☆111Updated 5 months ago