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

• cjporteo / ACTSC445-QERM-projects
  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
• mfrdixon / GP-CVA
  ☆14Updated 6 years ago
• KevinFasusi / supplychainpy_notebooks
  Jupyter Notebooks for supplychainpy
  ☆23Updated 8 years ago
• CamDavidsonPilon / Graphical-Lasso-in-Finance
  Implementations of the graphical lasso method to estimation of covariance matrices in finance.
  ☆36Updated 12 years ago
• SaremS / sample_notebooks
  Loose collection of Jupyter notebooks, mostly for my blog
  ☆28Updated 11 months ago
• DarkEyes / VLTimeSeriesCausality
  A framework to infer causality on a pair of time series of real numbers based on Variable-lag Granger causality and transfer entropy.
  ☆56Updated last year
• fxing79 / ibaa
  A public available dataset for using market sentiment for financial asset allocation.
  ☆23Updated 6 years ago
• Sinbad-The-Sailor / Abacus
  Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Depend…
  ☆22Updated last year
• TommasoBelluzzo / HFMRD
  A framework for detecting misreported returns in hedge funds.
  ☆16Updated 6 years ago
• maximenc / Extreme-Risk
  Using Extreme Value Theory (EVT) to Estimate Value-at-Risk (VaR) and Expected shortfall (ES)
  ☆11Updated 4 years ago
• evijit / Finance_Graph_Theory
  Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agents
  ☆22Updated 6 years ago
• kokoff / deep-forecast
  Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject
  ☆13Updated 7 years ago
• ssanderson / convex-optimization-for-finance
  Talk Materials for "Convex Optimization for Finance"
  ☆29Updated 2 years ago
• shehio / Everything-Financial-Engineering
  Links for the most relevant topics
  ☆32Updated 5 years ago
• shaypal5 / stationarizer
  Smart, automatic detection and stationarization of non-stationary time series data.
  ☆29Updated 3 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 5 years ago
• alan-turing-institute / rPSMF
  Code for Probabilistic Sequential Matrix Factorization
  ☆15Updated 4 years ago
• joergrieger / pybvar
  Bayesian Vector Autoregression in Python
  ☆28Updated 6 years ago
• ChadFulton / fulton_statsmodels_2017
  State Space Estimation of Time Series Models in Python: Statsmodels
  ☆44Updated 8 years ago
• Elsemary / Actuarial-Reserve-Risk-Classification-with-Gaussian-Mixture
  Classification of reserve risk with chain-ladder
  ☆12Updated 6 years ago
• kouzapo / QFiPy
  Portfolio optimization package in Python.
  ☆16Updated 5 years ago
• nckwhiteley / volatility-change-points
  Dynamic time series clustering via volatility change-points
  ☆16Updated 6 years ago
• quantgirluk / twopiece
  📦 Python library providing Two-Piece distributions functionality. It covers the subfamilies: TP Scale, TP Shape, and Double TP.
  ☆11Updated last year
• ChadFulton / pymar
  Markov Switching Models for Statsmodels
  ☆24Updated 9 years ago
• ajtulloch / IntensityCreditModels
  Code used to implement various stochastic intensity models for univariate and multivariate credit risk models.
  ☆21Updated 11 years ago
• ryanholbrook / critical-transitions
  Detecting critical transitions in financial networks with topological data analysis.
  ☆16Updated 6 years ago
• PYFTS / notebooks
  Code examples for pyFTS
  ☆51Updated 6 years ago
• AlexIoannides / pymc-stochastic-process
  Bayesian Inference and parameter estimation in quant finance.
  ☆43Updated 6 years ago
• returnandrisk / meucci-python
  Python Code for Meucci Related Blog Posts
  ☆16Updated 9 years ago
• chicago-joe / Python-ML-for-Financial-Applications
  Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling
  ☆19Updated 6 years ago