PeterSchuld / EDHEC_Investment-Management-with-Python-and-Machine-Learning-Links
Jupyter notebooks and data files of the new EDHEC specialization on quantitative finance (completed Aug 2022)
☆41Updated 2 years ago
Alternatives and similar repositories for EDHEC_Investment-Management-with-Python-and-Machine-Learning-
Users that are interested in EDHEC_Investment-Management-with-Python-and-Machine-Learning- are comparing it to the libraries listed below
Sorting:
- Algo Trading Research & Documentation☆20Updated last year
- Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio retur…☆30Updated 4 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 5 years ago
- Predictive yield curve modeling in reduced dimensionality☆43Updated 2 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆78Updated 3 years ago
- This repository is the result of our work for the course CSCI-SHU 360 Machine Learning☆62Updated 4 years ago
- Source code for Multicriteria Portfolio Construction with Python☆30Updated 4 years ago
- The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance☆104Updated 3 years ago
- Resources for the AI in Finance Workshop at Texas State University (October 2023).☆53Updated last year
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆67Updated 10 months ago
- Python Jupyter Notebooks for Financial Portfolio Optimization☆34Updated 6 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- This repository contains the code for the O'Reilly book Reinforcement Learning for Finance.☆55Updated 2 months ago
- ☆63Updated 2 years ago
- This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep …☆82Updated 2 years ago
- applications for risk management through computational portfolio construction methods☆43Updated 4 years ago
- FinML: A Practical Machine Learning Framework for Dynamic Stock Selection☆142Updated last year
- This project is part of my internship at ULiege on Deep RL in stock market trading☆44Updated last year
- Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine…☆43Updated 2 months ago
- This notebook is devoted to exploring some aspects of the Capital Asset Pricing Model (CAPM) using Python☆18Updated 5 years ago
- Code of paper "Stock Price Prediction Incorporating Market Style Clustering" published in Cognitive Computation.☆26Updated 3 years ago
- ☆138Updated last year
- This collects the scripts and notebooks required to reproduce my published work.☆48Updated 2 weeks ago
- Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & …☆34Updated last year
- Robo-Advisor with Python, published by Packt Publishing☆55Updated 2 years ago
- 🧮 A deeper look into the Kelly Criterion☆41Updated last year
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆125Updated 5 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Implements different approaches to tactical and strategic asset allocation☆36Updated 6 months ago
- A Streamlit based application to predict future Stock Price and pipeline to let anyone train their own multiple Machine Learning models o…☆91Updated 10 months ago