Alternatives and similar repositories for stochastic-calculus:

Users that are interested in stochastic-calculus are comparing it to the libraries listed below

• CUHK-SZ-quant / Awesome-MFE
  Application guide for top MFE programs
  ☆76Updated 11 months ago
• RichardS0268 / Autoencoder-Asset-Pricing-Models
  Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019)
  ☆80Updated 8 months ago
• Quantactix / ChinaAShareEquityCharacteristics
  Equity return and characteristics of China A-Share market
  ☆14Updated last year
• Jincheng-Gong / convertible_bond_pricing
  convertible bond pricing project based on Monte Carlo simulation
  ☆11Updated last year
• whyecofiliter / EAP
  empirical asset pricing
  ☆45Updated last year
• kristina969 / Empirical-Asset-Pricing-via-Machine-Learning-Evidence-from-the-German-Stock-Market
  Machine learning methods for identifing investment factors
  ☆19Updated 2 years ago
• Tingqin-D / basic_codes_for_quant
  ☆57Updated last year
• YangShuiShui / Article-Reproduce-Emperical-Asset-Pricing-via-Machine-Learning-RFS2020
  RFS2020年论文Emperical asset pricing via machine learning复现
  ☆21Updated 3 years ago
• xiubooth / ML_Codes
  Empirical Data and Some Simulation Codes
  ☆102Updated 5 years ago
• teal0range / FF5
  一个基于中国市场的Fama-French五因子实证研究
  ☆35Updated 2 years ago
• jasonzy121 / Deep_Learning_Asset_Pricing
  ☆70Updated 2 years ago
• YuminQuant / YuminQuant
  Backtest Framework designed by YuminQuant&Yumin.
  ☆17Updated 7 months ago
• xueyongtu / ML-AC
  ☆28Updated last year
• syesww / Single_Factor_Research
  我自己的单因子研究框架
  ☆23Updated last year
• WHUFT / ML-Quantamental
  Machine Learning-Driven Quantamental Investing
  ☆127Updated 4 years ago
• leeway00 / Asset-Pricing-via-ML
  Empirical asset pricing via Machine Learning in the Korean market
  ☆35Updated last year
• Feng-CityUHK / EquityCharacteristics
  Calculate U.S. equity (portfolio) characteristics
  ☆86Updated 7 months ago
• nkuguanrui / FamaFrenchThreeFacorModel
  FamaFrench(1992)论文复现;FamaFrench三因子模型；python
  ☆32Updated 4 years ago
• industry-report / huatai-finengi-report
  华泰金工研究报告
  ☆164Updated 2 years ago
• dkl0707 / factor_backtest
  因子回测框架
  ☆109Updated last year
• jeremy-feng / high-frequency-factors
  High frequency factors based on order and trade data.
  ☆44Updated last year
• WencaiZheng / fix-income-quant-trading
  some interest rate models such as Vasicek and dynamic Nelson-Siegel model
  ☆16Updated 4 years ago
• harrodyuan / FACTOR_TRAINING_CHI
  Code and Data for Harold's Quant Channel Factor Training Series 哈罗德的量化频道 --- 因子实战系列全部 数据+代码文件
  ☆56Updated 8 months ago
• Jace-Yang / heston-model_pricing-formulas-and-calibration
  Final project of Topics in Quantitative Finance Summer 2020 in National School of Development, Peking University
  ☆26Updated 4 years ago
• jeremy-feng / AlphaNet
  Stock factor mining with CNN and GRU.
  ☆50Updated 2 years ago
• mangoquant / Barra
  计算Barra因子及其收益率
  ☆11Updated 2 years ago
• ryanluoli1 / AlphaNet
  An end-to-end stock factors mining neural network framework.
  ☆29Updated last year
• pewapplepie / Qunat_Interview_Algo
  Quant trader/researcher Interview Question Collection
  ☆14Updated last year
• bkelly-lab / ipca
  Instrumented Principal Components Analysis
  ☆221Updated 2 years ago
• A-cyan / iVIX
  上证50ETF波动率指数
  ☆11Updated last year