Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Dependency is handled with vine copulas.
☆22Feb 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
Sorting:
- Scripts for validating retirement plans using Monte Carlo analysis.☆11Updated this week
- Code for my JavaScript browser-based retirement calculator http://www.abrandao.com/retire/☆11Dec 13, 2019Updated 6 years ago
- ☆16Sep 9, 2024Updated last year
- Miniature Insurance Economic Simulator☆24Apr 16, 2021Updated 4 years ago
- General guidelines for financial planning☆10Mar 23, 2025Updated 11 months ago
- ☆10Mar 7, 2023Updated 3 years ago
- Python package to solve actuarial life-contingent risks☆18Jan 20, 2024Updated 2 years ago
- Individual Claims Forecasting with Bayesian Mixture Density Networks☆17Feb 15, 2023Updated 3 years ago
- A Tool to Semi-Automate the Manual Trading Process.☆11Aug 7, 2023Updated 2 years ago
- Materials for workshop on "Using bibliometric data in demographic research". A report here: https://iussp.org/en/using-bibliometric-data-…☆12Jul 13, 2024Updated last year
- 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
- Measure market risk by CAViaR model☆16Dec 15, 2024Updated last year
- Alpha model skeletons & examples☆12Nov 8, 2023Updated 2 years ago
- An easy to use Monte Carlo savings and retirement planner.☆11May 13, 2019Updated 6 years ago
- Qwen Trading Bot, Qwen Crypto Trader, Qwen AI Trading System, Qwen AI Trader, Qwen Automated Trading, Qwen Arbitrage Bot, Qwen Algorithmi…☆15Nov 6, 2025Updated 4 months ago
- Volatility Decomposition of Asset Price Time Series☆11May 5, 2019Updated 6 years ago
- Course materials for Stats 531 Winter 2016 (Analysis of Time Series)☆13Feb 6, 2020Updated 6 years ago
- Tools for optimizing your wealth!☆11Jan 15, 2022Updated 4 years ago
- An Awesome List of Actuarial Packages and Resources☆20May 4, 2022Updated 3 years ago
- State-space deep Gaussian processes in Python and Matlab☆30Jun 12, 2022Updated 3 years ago
- ☆14Sep 16, 2022Updated 3 years ago
- My personal work on the numerical projects of a book called "A First Course in Stochastic Calculus".☆16Apr 29, 2022Updated 3 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…☆15Jul 3, 2021Updated 4 years ago
- Selected Online Courses☆14Jan 15, 2020Updated 6 years ago
- All Python algorithms published by Open Source Modelling in one place.☆47May 12, 2025Updated 9 months ago
- A repository for retirement and wealth management simulations.☆19Aug 9, 2025Updated 6 months ago
- Risk tools for commodities trading and finance☆37Feb 11, 2026Updated 3 weeks ago
- Attribution and optimisation using a multi-factor equity risk model.☆36Jan 30, 2024Updated 2 years ago
- By means of stochastic volatility models☆44Mar 24, 2020Updated 5 years ago
- Functions from the book "Reinsurance: Actuarial and Statistical Aspects"☆24Feb 27, 2026Updated last week
- Type 2 diabetes and dementia in the Health and Retirement Study: A Mendelian randomization approach☆16Feb 23, 2023Updated 3 years ago
- Simple life cycle model following Costa Dias and O'Dea☆18Mar 4, 2024Updated 2 years ago
- Robust bayesian online changepoint detection with model selection☆24Dec 1, 2018Updated 7 years ago
- Shiny app for projecting retirement funds / benefits☆22Jan 6, 2026Updated 2 months ago
- A program to simulate retirement investent and give recommendations using Monte-Carlo simulation techniques☆17Aug 6, 2023Updated 2 years ago
- Gaussian Online Processes for Python☆19Jan 5, 2025Updated last year
- An xVA quantitative library written in python using tensorflow☆17Jan 7, 2026Updated 2 months ago
- Python Library for Random Walks☆24May 2, 2024Updated last year
- Python wrapper for the Tradier brokerage API☆28Apr 14, 2025Updated 10 months ago