SimonOuellette35 / SVmodelsLinks
Stochastic volatility models
☆18Updated 7 years ago
Alternatives and similar repositories for SVmodels
Users that are interested in SVmodels are comparing it to the libraries listed below
Sorting:
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated last year
- Demo for the application of RL to non-stationary effects☆45Updated 5 years ago
- ☆27Updated 6 years ago
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated last year
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆66Updated 3 years ago
- Code and examples for the project on risk-constrained Kelly gambling☆28Updated 5 years ago
- 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…☆64Updated 9 months ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆33Updated 5 years ago
- Financial Portfolio Optimization Algorithms☆59Updated last year
- Portfolio optimization with cvxopt☆40Updated last month
- Development space for PhD in Finance☆33Updated 5 years ago
- Algorithmic multi-greek hedges using Python☆21Updated 5 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago
- Tutorials about Machine Learning and Deep Learning☆30Updated 7 years ago
- Risk tools for commodities trading and finance☆36Updated this week
- Library for simulation and analysis of vanilla and exotic options☆34Updated 5 years ago
- Playing with Financial Time Series☆27Updated 6 years ago
- alpha-RNN☆29Updated 5 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 5 years ago
- Tools for investing in Python☆47Updated 3 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated last year
- ☆36Updated 8 years ago
- This collects the scripts and notebooks required to reproduce my published work.☆48Updated last month
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆22Updated 6 years ago
- ☆36Updated 7 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆57Updated 2 years ago
- ☆12Updated 2 years ago
- Random Forest-based "Correlation" measures☆15Updated 3 years ago
- My approaches to Financial Forecasting Challenge by G-Research☆45Updated 7 years ago