Option Pricing, Volatility Prediction, Machine Learning, Black Scholas, Web Crawling
☆63Dec 20, 2016Updated 9 years ago
Alternatives and similar repositories for Financial-Modeling
Users that are interested in Financial-Modeling are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- By means of stochastic volatility models☆44Mar 24, 2020Updated 6 years ago
- ☆16Dec 11, 2020Updated 5 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Oct 19, 2020Updated 5 years ago
- Listed Volatility and Variance Derivatives (Wiley Finance)☆165Jan 4, 2022Updated 4 years ago
- Simple JSON to Excel for SEC EDGAR data to Discounted Cash Flow models☆17Jan 29, 2017Updated 9 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- A stock price prediction model based on ARMA and GARCH☆25Jun 21, 2024Updated 2 years ago
- Predicting for Customers, whether they will buy car insurance or not.☆11Jan 29, 2021Updated 5 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Mar 23, 2017Updated 9 years ago
- A project of implementing, modeling, and simulating asset-backed securities.☆17Mar 27, 2018Updated 8 years ago
- Agent-based model for systemically-important banks in the EU. Reproduces Cont-Schaanning 2017.☆11May 8, 2021Updated 5 years ago
- Pricing Financial Options contracts using LightGBM, Deep Learning, and Support Vector Machines.☆18Mar 14, 2023Updated 3 years ago
- Limit Orderbook Replay/Analysis Library☆10Nov 19, 2018Updated 7 years ago
- ☆16Apr 6, 2022Updated 4 years ago
- Financial Analysis and Algorithmic Trading Strategies in Python☆11Feb 16, 2023Updated 3 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- three stochastic volatility model: Heston, SABR, SVI☆97Mar 6, 2019Updated 7 years ago
- 🔮 Predicting NBA games using statistics (65% accuracy so far)☆10Mar 7, 2021Updated 5 years ago
- Financial modeling with Python and Pandas☆65Jul 2, 2021Updated 5 years ago
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆19Aug 21, 2020Updated 5 years ago
- Kalman Filter, Smoother, and EM Algorithm for Python☆14Sep 4, 2023Updated 2 years ago
- Baruch course - Market Microstructure☆14Feb 2, 2016Updated 10 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆52Feb 9, 2021Updated 5 years ago
- Playing around with simple trading strategies and off-the-shelf machine-learning models from tensorflow.☆16Nov 8, 2016Updated 9 years ago
- This project is to monitor the arbitrage opportunity of stocks, options and futures every second based on Put-Call parity in Chinese stoc…☆19Oct 20, 2018Updated 7 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- the notebook component of a PySpark application to calculate value-at-risk for a portfolio of securities☆11Jan 14, 2017Updated 9 years ago
- Platform for backtesting and live-trading intraday Stock/ETF/ELW using recurrent neural networks☆44May 4, 2017Updated 9 years ago
- This project aims to predict VOLATILITY S&P 500 (^VIX) time series using LSTM.☆102Nov 4, 2020Updated 5 years ago
- Opriver's Quant Quest☆12Aug 27, 2018Updated 7 years ago
- ☆11Jun 30, 2018Updated 8 years ago
- Agent-Based model of the Banking System☆14Sep 23, 2022Updated 3 years ago
- Utils for downloading Equities data from NSE and BSE☆10Dec 8, 2022Updated 3 years ago
- A repository of basic quantitative finance tools to be used on other projects☆11Mar 19, 2020Updated 6 years ago
- This repository relates to the paper "Measuring Financial Time Series Similarity With a View to Identifying Profitable Stock Market Oppor…☆22Jul 19, 2021Updated 5 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Implied volatility surface interpolation with shape-constrained bayesian neural network.☆15Sep 18, 2021Updated 4 years ago
- Machine Learning in Asset Management☆20Jul 18, 2019Updated 7 years ago
- ☆14Mar 10, 2024Updated 2 years ago
- Monthly net new cash flow into various mutual fund investment classes (equities, bonds etc).☆38Jul 1, 2026Updated 3 weeks ago
- awesome-financial-networks☆41Jul 15, 2019Updated 7 years ago
- A Deep Reinforcement Learning model for high volume and frequency Forex Portfolio Management☆13Jan 11, 2023Updated 3 years ago
- Econometrics I - Class materials☆12Sep 30, 2025Updated 9 months ago