Lyyoness / CS166-Modeling-Simulation-and-Decision-MakingLinks
Learning how to apply advanced decision techniques such as real options, Monte Carlo simulation, network concepts from graph theory, probability theory and statistical physics to analyze and predict the behavior of social, economic and transportation networks. Examples include project portfolio management, pharmaceutical drug development, oil an…
☆29Updated 6 years ago
Alternatives and similar repositories for CS166-Modeling-Simulation-and-Decision-Making
Users that are interested in CS166-Modeling-Simulation-and-Decision-Making are comparing it to the libraries listed below
Sorting:
- Jupyter Notebooks for supplychainpy☆23Updated 8 years ago
- ☆14Updated 6 years ago
- ☆14Updated 6 years ago
- A framework for detecting misreported returns in hedge funds.☆16Updated 6 years ago
- Bayesian Vector Autoregression in Python☆28Updated 6 years ago
- Markov Switching Models for Statsmodels☆24Updated 9 years ago
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated last year
- Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agents☆23Updated 6 years ago
- Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject☆13Updated 7 years ago
- A collection of basic financial models and helper scripts implemented in Python (using PuLP and Pyomo modeling languages) and AMPL.☆26Updated 9 years ago
- A framework to infer causality on a pair of time series of real numbers based on Variable-lag Granger causality and transfer entropy.☆57Updated last year
- Classification of reserve risk with chain-ladder☆12Updated 6 years ago
- Various risk analysis projects in R, applying extreme value theory, copula modeling, and value-at-risk backtesting to real world stock da…☆15Updated 4 years ago
- Statistical analysis and visualization of state transition phenomena☆86Updated last year
- Bayesian online change point detection and offline learning☆58Updated 5 years ago
- State Space Estimation of Time Series Models in Python: Statsmodels☆44Updated 8 years ago
- Smart, automatic detection and stationarization of non-stationary time series data.☆29Updated 3 years ago
- Dynamic time series clustering via volatility change-points☆16Updated 6 years ago
- A public available dataset for using market sentiment for financial asset allocation.☆23Updated 6 years ago
- Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis☆26Updated 3 years ago
- Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Depend…☆22Updated last year
- Bayesian Inference and parameter estimation in quant finance.☆43Updated 6 years ago
- Monte Carlo Submission Examples☆17Updated last year
- Implementations of the graphical lasso method to estimation of covariance matrices in finance.☆36Updated 13 years ago
- A Python library dedicated to Inventory Analytics☆23Updated 9 months ago
- Portfolio optimization package in Python.☆16Updated 5 years ago
- Deep Learning for Mortgage Risk☆25Updated 7 years ago
- Time series and Financial analysis in python☆15Updated 6 years ago
- Python codes and Jupyter Notebooks for the Dow Jones DNA NLP applied research paper.☆16Updated 7 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆22Updated 6 years ago