Quiota / tensorflowLinks
☆10Updated 7 years ago
Alternatives and similar repositories for tensorflow
Users that are interested in tensorflow are comparing it to the libraries listed below
Sorting:
- Code and examples for the project on risk-constrained Kelly gambling☆28Updated 4 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆12Updated 8 years ago
- Advancing in Financial Machine Learning☆16Updated 5 years ago
- Quant finance scripts☆16Updated last month
- ☆27Updated 6 years ago
- Non-Linear Covariance Shrinkage☆14Updated 3 years ago
- Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.☆10Updated 7 years ago
- This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…☆29Updated 3 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated last year
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆27Updated 5 years ago
- ☆12Updated last year
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.☆23Updated 7 years ago
- Estimation of the Covariance Matrix - linear and nonlinear shrinkage☆22Updated 2 years ago
- Large Deviations for volatility options☆13Updated 6 years ago
- Regime-Switching Model☆17Updated 7 years ago
- An xVA quantitative library written in python using tensorflow☆18Updated last week
- Hawkes with Latency☆20Updated 4 years ago
- This project is a Python demonstrator for the stochastic grid bundling method (SGBM) to solve backward stochastic differential equations …☆12Updated 6 years ago
- C Bayer, B Stemper (2018). Deep calibration of rough stochastic volatility models.☆36Updated 6 years ago
- Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis☆24Updated 2 years ago
- Run hierarchical risk parity algorithms☆46Updated this week
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 4 years ago
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated 6 months ago
- Implied volatility surface interpolation with shape-constrained bayesian neural network.☆15Updated 3 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆13Updated last year
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆56Updated last year
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 3 years ago
- CVXPY Portfolio Optimization Sample☆46Updated 8 years ago
- Dynamic lead/lag inference for time series☆16Updated 6 years ago