Lyyoness / CS166-Modeling-Simulation-and-Decision-Making
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…
☆30Updated 5 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
- Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject☆13Updated 6 years ago
- ☆18Updated 2 years ago
- ☆9Updated 8 years ago
- Development space for PhD in Finance☆33Updated 4 years ago
- ECON457 2018 Applied Computational Economics and Finance☆26Updated 7 years ago
- Material for a Python for Finance workshop at the University of Melbourne in 2018☆16Updated 6 years ago
- Examples of causality maps for time series driven by GitHub actions☆15Updated last year
- ☆14Updated 5 years ago
- Bayesian Vector Autoregression in Python☆26Updated 5 years ago
- Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling☆17Updated 5 years ago
- Advanced Financial Econometrics - Trinity Term 2020☆27Updated 3 years ago
- Jupyter Notebooks for supplychainpy☆22Updated 7 years ago
- My replication of financial papers.☆18Updated 6 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆21Updated 5 years ago
- A framework for estimating Basel IV capital requirements.☆23Updated 5 years ago
- Contagion effect in a financial network of banking institutions☆10Updated 7 years ago
- ☆13Updated 5 years ago
- Talk Materials for "Convex Optimization for Finance"☆28Updated 2 years ago
- Lasso Quantile Regression☆29Updated 5 years ago
- Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agents☆21Updated 5 years ago
- Machine Learning for Financial Market Prediction☆57Updated 6 years ago
- ☆16Updated 8 months ago
- Portfolio optimization package in Python.☆16Updated 4 years ago
- Implementations of the graphical lasso method to estimation of covariance matrices in finance.☆36Updated 12 years ago
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated 2 months ago
- Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Depend…☆21Updated 11 months ago
- ☆39Updated 6 years ago
- A project about text mining on earnings call conference☆9Updated 2 years ago
- Network valuation in financial systems☆33Updated 3 years ago
- Markov Switching Models for Statsmodels☆22Updated 8 years ago