Loose collection of Jupyter notebooks, mostly for my blog
☆28Nov 10, 2024Updated last year
Alternatives and similar repositories for sample_notebooks
Users that are interested in sample_notebooks are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆14Mar 1, 2024Updated 2 years ago
- Multiple Univariate AR-GARCH Modelling with Copula marginals for simulation☆20Sep 3, 2024Updated 2 years ago
- Covariance prediction via convex optimization☆22Feb 23, 2021Updated 5 years ago
- Bayesian Structural Time Series / Unobserved Components☆34Dec 29, 2025Updated 9 months ago
- ☆28Aug 26, 2024Updated 2 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- This is a sentiment trading strategy, written in Python, and applying NLP on 10-K's from the SEC EDGAR database.☆11Feb 21, 2022Updated 4 years ago
- Tools to construct canonical and regular vines. StarVine can also be used as a bivariate copula fitting tool.☆15Oct 19, 2020Updated 5 years ago
- ☆22Jun 20, 2018Updated 8 years ago
- Multivariate GARCH modelling in Python☆16Jul 1, 2026Updated 3 months ago
- Forecast of aircraft parts failures and optimization of spare parts stock management.☆11May 14, 2023Updated 3 years ago
- Time Series Forecasting for the M5 Competition☆42Oct 29, 2021Updated 4 years ago
- Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈☆17Sep 25, 2021Updated 5 years ago
- ☆29Apr 17, 2023Updated 3 years ago
- A Deep Learning Framework for Neural Derivative Hedging☆31Feb 3, 2022Updated 4 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Calibration and pricing options in Heston model☆14Dec 24, 2017Updated 8 years ago
- Convex optimization over risk-neutral probabilities.☆15Apr 22, 2020Updated 6 years ago
- ☆10Sep 9, 2023Updated 3 years ago
- ☆72Jul 13, 2026Updated 2 months ago
- 📦 Python library providing Two-Piece distributions functionality. It covers the subfamilies: TP Scale, TP Shape, and Double TP.☆12May 16, 2024Updated 2 years ago
- Finding the conditional distributions of a Gaussian Mixture Model☆13Nov 10, 2019Updated 6 years ago
- Hedging portfolios with reinforcement learning.☆36Aug 2, 2017Updated 9 years ago
- Tutorial on time-series forcasting with scikit-learn☆33Mar 14, 2023Updated 3 years ago
- Reinforcement Learning in Finance☆16Oct 8, 2020Updated 6 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Detection of abnormal patterns in electricity usage via time series forecasting☆11Apr 15, 2018Updated 8 years ago
- Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assets☆82Jul 14, 2026Updated 2 months ago
- Volatility models for stock prices using deep learning and mixture models.☆15Aug 20, 2022Updated 4 years ago
- We implement the rough Heston model☆16Jan 24, 2024Updated 2 years ago
- An original implementation of gradient boosting from scratch☆11Jun 2, 2022Updated 4 years ago
- This notebook presents an example of the equal risk pricing framework with deep hedging from my paper Carbonneau, A. and Godin, F. (2020)…☆16Oct 15, 2021Updated 4 years ago
- By means of stochastic volatility models☆44Mar 24, 2020Updated 6 years ago
- 本项目主要是对2008年1月1日-2021年12月31日我国1343家非金融企业的系统性风险进行测度并对风险传染机制进行分析,其 主要内容包含以下两个部分:(1)基于DCC-GARCH模型的系统性风险(MES)测度,(2)复杂网络的抗毁性分析☆15May 28, 2022Updated 4 years ago
- ☆16Jul 9, 2022Updated 4 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.
- Rjournal website sandbox, and deploy site. You can preview the changes at the address below.☆20Updated this week
- Conditional time series forecasting with convolutional neural networks☆12Jan 3, 2021Updated 5 years ago
- Estimate dynamic high-order correlations in multivariate timeseries data☆41Jul 9, 2025Updated last year
- Nonlinear Nonparametric Statistics☆114Aug 11, 2026Updated 2 months ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Oct 19, 2020Updated 5 years ago
- Repository for code, notebooks, data, etc. for the course "Python for the financial economist" at CBS☆47Oct 3, 2026Updated last week
- Estimating and Forecasting Macroeconomics Variable Using Time Varying Parameters (TVP) Factor Augmented Vector Autoregression (FAVAR)☆19May 4, 2025Updated last year