LouisChen1992 / Deep_Mortgage_RiskLinks
Deep Learning for Mortgage Risk
☆25Updated 7 years ago
Alternatives and similar repositories for Deep_Mortgage_Risk
Users that are interested in Deep_Mortgage_Risk are comparing it to the libraries listed below
Sorting:
- State Space Estimation of Time Series Models in Python: Statsmodels☆44Updated 8 years ago
- Markov Switching Models for Statsmodels☆24Updated 9 years ago
- https://arxiv.org/abs/1805.01104☆122Updated 5 years ago
- Julia and Python programs that implement some of the tools described in my book "Stochastic Methods in Asset Pricing" (SMAP), MIT Press 2…☆24Updated 4 years ago
- ☆39Updated 7 years ago
- Advanced Financial Econometrics - Trinity Term 2020☆32Updated 4 years ago
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri☆33Updated 4 years ago
- Machine Learning for Financial Market Prediction☆59Updated 7 years ago
- Economic models and things in Pytorch☆21Updated 8 years ago
- A public available dataset for using market sentiment for financial asset allocation.☆23Updated 6 years ago
- Bayesian Inference and parameter estimation in quant finance.☆43Updated 6 years ago
- Material for a Python for Finance workshop at the University of Melbourne in 2018☆16Updated 7 years ago
- Large Deviations for volatility options☆13Updated 6 years ago
- ECON457 2018 Applied Computational Economics and Finance☆27Updated 8 years ago
- My work on UCSD CSE 250B Principles of Artificial Intelligence: Learning Algorithms☆13Updated 6 years ago
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated last year
- alpha-RNN☆29Updated 5 years ago
- Talk Materials for "Convex Optimization for Finance"☆30Updated 3 years ago
- Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…☆145Updated 3 years ago
- Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis☆26Updated 3 years ago
- Statistical inference on machine learning or general non-parametric models☆44Updated last year
- Detecting critical transitions in financial networks with topological data analysis.☆16Updated 6 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆66Updated 3 years ago
- ☆14Updated 6 years ago
- Python Copula Module☆43Updated 2 years ago
- My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"☆50Updated 5 years ago
- Development space for PhD in Finance☆34Updated 5 years ago
- Using Bidirectional Generative Adversarial Networks to estimate Value-at-Risk for Market Risk Management using TensorFlow.☆98Updated 2 years ago
- A Python library implementing Bayesian methods for solving estimation and forecasting problems in time series analysis☆21Updated 8 years ago
- ☆28Updated 4 years ago