SaremS / sample_notebooks

Related projects ⓘ

Alternatives and complementary repositories for sample_notebooks

• sebjai / Portfolio-Wasserstein-Ball
  Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…
  ☆12Updated last year
• RoughStochVol / regularity_structure_finance
  Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.
  ☆9Updated 7 years ago
• RoughStochVol / small-time_asymptotics_fractional
  Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.
  ☆12Updated 7 years ago
• Farmhouse121 / Wilmott-Articles
  This contains notebooks and scripts used to support my writing in WILMOTT Magazine.
  ☆16Updated 6 months ago
• financialnoob / misc
  ☆26Updated 2 months ago
• fortitudo-tech / entropy-pooling
  Entropy Pooling in Python with a BSD 3-Clause license.
  ☆31Updated last month
• vicaws / neuralSDE-marketmodel
  Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.
  ☆47Updated last year
• RiskLabAI / Notebooks.py
  ☆14Updated this week
• mdsunivie / HARNet
  TensorFlow implementation of the HARNet model for realized volatility forecasting.
  ☆25Updated last year
• mawicks / mvarch
  Multivariate Volatility Models (ARCH) for stock prices and other time series
  ☆16Updated 2 months ago
• cvxgrp / cov_pred_finance
  ☆59Updated last week
• RefaelLasry / EstimationOfCovarianceMatrix
  Estimation of the Covariance Matrix - linear and nonlinear shrinkage
  ☆20Updated 2 years ago
• SimonOuellette35 / SVmodels
  Stochastic volatility models
  ☆18Updated 6 years ago
• 0zean / MODWT-MARS
  Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting
  ☆18Updated last month
• crunchdao / adialab-notebooks
  ☆49Updated last year
• Farmhouse121 / Adventures-in-Financial-Data-Science
  Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…
  ☆60Updated 3 months ago
• mjbommar / rfcorr
  Random Forest-based "Correlation" measures
  ☆15Updated 2 years ago
• hmssantos / PythonFinanceAI
  A collection of Python notebooks demonstrating the integration of AI with financial strategies.
  ☆13Updated last month
• gmanzog / DeepLearningCreditRiskModeling
  Replication codes for Deep Learning Credit Risk Modeling by Manzo, Qiao
  ☆21Updated 2 years ago
• mfrdixon / G-Learning-Wealth-Management
  ☆20Updated 2 years ago
• elvinwangyh / Medium
  This repo is for my articles published on Medium.com
  ☆15Updated last year
• BrianNingUT / ArbFreeIV-VAE
  Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.
  ☆28Updated last year
• enexqnt / RBAA
  Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference
  ☆25Updated 2 years ago
• Yizhan-Oliver-Shu / jump-models
  Statistical Jump Models in Python, with scikit-learn-style APIs
  ☆37Updated last month
• amuguruza / RoughFCLT
  ☆18Updated 6 years ago
• kwchau / sgbm_xva
  This project is a Python demonstrator for the stochastic grid bundling method (SGBM) to solve backward stochastic differential equations …
  ☆11Updated 6 years ago
• amuguruza / LDP-VolOptions
  Large Deviations for volatility options
  ☆11Updated 5 years ago
• cvxgrp / exp_util_gm_portfolio_opt
  Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.
  ☆20Updated 6 months ago
• RiskLabAI / RiskLabAI.py
  Financial AI with Python
  ☆29Updated 3 months ago
• yye9701 / KR_example
  ☆19Updated 2 years ago