RicardDurall / Benchmarking-Strategies-for-Asset-AllocationLinks
☆25Updated 2 years ago
Alternatives and similar repositories for Benchmarking-Strategies-for-Asset-Allocation
Users that are interested in Benchmarking-Strategies-for-Asset-Allocation are comparing it to the libraries listed below
Sorting:
- https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138☆136Updated 4 years ago
- Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.☆161Updated 4 years ago
- ☆74Updated 4 years ago
- Deep Reinforcement Learning for Portfolio Optimization☆126Updated 5 years ago
- Deep Learning Statistical Arbitrage☆240Updated 2 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆124Updated 5 years ago
- ☆50Updated 5 years ago
- This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep …☆84Updated 2 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆82Updated 3 years ago
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆185Updated last year
- Instrumented Principal Components Analysis☆232Updated 3 years ago
- Statistical Jump Models in Python, with scikit-learn-style APIs☆83Updated 7 months ago
- This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.☆50Updated 6 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆81Updated last year
- Code for the paper Volatility is (mostly) path-dependent☆66Updated last year
- ☆36Updated last year
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆90Updated 4 years ago
- three stochastic volatility model: Heston, SABR, SVI☆90Updated 6 years ago
- Python Package: Fitting and Forecasting the yield curve☆38Updated 4 years ago
- Portfolio optimization using Genetic algorithm.☆60Updated 4 years ago
- This project implements the two deep reinforcement learning algorithms on portfolio management☆53Updated 7 years ago
- The pricing models and neural network representations used in part one of the paper "Empirical analysis of rough and classical stochastic…☆55Updated 3 months ago
- The implementation of "modeling financial time-series with generative adversarial networks"☆62Updated 2 years ago
- We introduce the first end-to-end Deep Reinforcement Learning based framework for active high frequency trading.☆71Updated last year
- quantitative asset allocation strategy☆32Updated 7 months ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆88Updated 2 years ago
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆89Updated 5 months ago
- Implemented some mathematical processings used in the Barra risk model☆30Updated 2 years ago
- Implementation of (Re-)Imag(in)ing Price Trends☆73Updated 3 years ago