Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Dependency is handled with vine copulas.
☆21Feb 25, 2024Updated 2 years ago
Alternatives and similar repositories for Abacus
Users that are interested in Abacus are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Qwen Trading Bot, Qwen Crypto Trader, Qwen AI Trading System, Qwen AI Trader, Qwen Automated Trading, Qwen Arbitrage Bot, Qwen Algorithmi…☆15Nov 6, 2025Updated 10 months ago
- ☆10Nov 13, 2019Updated 6 years ago
- High-performing deep learning trader on a multithreaded financial exchange simulation.☆22Updated this week
- [Quantitative Finance 2019] Sovereign Risk Zones in Europe During and After the Debt Crisis☆12May 12, 2020Updated 6 years ago
- This is the code project for optimal bidding staregy of virtual poewr plant considering uncertainty with IGDT and DRO☆13Mar 18, 2024Updated 2 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.
- Python package to solve actuarial life-contingent risks☆21Jul 4, 2026Updated 2 months ago
- Code to solve linear bilevel problems using different methods☆14Mar 14, 2023Updated 3 years ago
- Measure market risk by CAViaR model☆16Dec 15, 2024Updated last year
- Implementation of the (dynamic) stochastic dual dynamic integer programming (SDDiP) algorithm.☆25May 11, 2026Updated 4 months ago
- ☆14Sep 16, 2022Updated 4 years ago
- Individual Claims Forecasting with Bayesian Mixture Density Networks☆17Feb 15, 2023Updated 3 years ago
- Tools for optimizing your wealth!☆11Jan 15, 2022Updated 4 years ago
- General guidelines for financial planning☆10Mar 23, 2025Updated last year
- An easy to use Monte Carlo savings and retirement planner.☆11May 13, 2019Updated 7 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.
- Miniature Insurance Economic Simulator☆23Apr 16, 2021Updated 5 years ago
- Code for my JavaScript browser-based retirement calculator http://www.abrandao.com/retire/☆11Dec 13, 2019Updated 6 years ago
- This repository contains code for the paper: S Bergsma, T Zeyl, JR Anaraki, L Guo, C2FAR: Coarse-to-Fine Autoregressive Networks for Prec…☆13Dec 7, 2023Updated 2 years ago
- This is a read-only mirror of the CRAN R package repository. copula — Multivariate Dependence with Copulas. Homepage: https://copula.r-…☆11Feb 20, 2026Updated 6 months ago
- Course materials for Stats 531 Winter 2016 (Analysis of Time Series)☆13Feb 6, 2020Updated 6 years ago
- Volatility Decomposition of Asset Price Time Series☆11May 5, 2019Updated 7 years ago
- A Tool to Semi-Automate the Manual Trading Process.☆11Aug 7, 2023Updated 3 years ago
- Ireland-specific financial / retirement simulator☆13Jan 3, 2022Updated 4 years ago
- Time Value of Money - a Python package for mathematical interest theory, annuity, and bond calculations.☆39Jun 8, 2021Updated 5 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Shiny app for projecting retirement funds / benefits☆22Jan 6, 2026Updated 8 months ago
- My personal work on the numerical projects of a book called "A First Course in Stochastic Calculus".☆17Apr 29, 2022Updated 4 years ago
- Python wrapper for the Tradier brokerage API☆29Apr 18, 2026Updated 5 months ago
- Alpha model skeletons & examples☆12Nov 8, 2023Updated 2 years ago
- Copula Granger causality for continuous time series☆12May 1, 2017Updated 9 years ago
- ☆11Mar 7, 2023Updated 3 years ago
- This site contains lecture notes for Life Contingencies, also known as Actuarial Mathematics. It is part of the Open Actuarial Textbooks …☆20Jul 24, 2017Updated 9 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆36Jan 30, 2024Updated 2 years ago
- 🦙 A cute and cuddly multi-platform cryptocurrency quant trading engine.☆10Jul 21, 2026Updated last month
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- State-space deep Gaussian processes in Python and Matlab☆31Jun 12, 2022Updated 4 years ago
- By means of stochastic volatility models☆44Mar 24, 2020Updated 6 years ago
- Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis☆28Nov 29, 2022Updated 3 years ago
- Developing hybrid deep learning models by integrating Neural networks with (s,e,t)GARCH models to predict volatility in the Indian Commod…☆19May 21, 2021Updated 5 years ago
- Proposed a mathematical model for optimizing the profits and emissions while setting dynamic prices of electricity. A bilevel & multi-obj…☆23Nov 16, 2021Updated 4 years ago
- An end-to-end trading bot that makes use of AI to intelligently manage a portfolio.☆11Aug 10, 2021Updated 5 years ago
- Script to fit the Heston-Nandi GARCH(1,1) model. Includes MLE of parameters, future path simulation, Monte Carlo simulation for option pr…☆17Jul 3, 2021Updated 5 years ago