SiruiJi / ml4frmLinks
Machine learning for financial risk management
☆30Updated last year
Alternatives and similar repositories for ml4frm
Users that are interested in ml4frm are comparing it to the libraries listed below
Sorting:
- Code that I show on my YouTube Channel☆103Updated 2 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆92Updated 4 years ago
- The repository of "Python for Finance Cookbook" 2nd edition☆240Updated 2 years ago
- ☆83Updated 2 years ago
- This repository hosts my reading notes for academic papers.☆89Updated 4 years ago
- Python for Finance module for Imperial MSc in Mathematics and Finance☆107Updated this week
- QuantNet course on C++ programming (completed with Certificate with Distinction)☆75Updated 3 years ago
- This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep …☆84Updated 3 years ago
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆154Updated last year
- ☆165Updated last year
- Quant Research☆90Updated last month
- Including packages that frequently used in quantitative finance field and how to implement classic financial model in Quantopian.☆48Updated 7 years ago
- ☆46Updated last year
- Assignments submitted for the Certification in Quantitative Finance (CQF) 2016☆35Updated 7 years ago
- Algorithmic Short-Selling with Python☆113Updated 3 years ago
- Implementation of a variety of Value-at-Risk backtests☆42Updated 6 years ago
- Project that uses deep learning to forecast stock returns and defines the optimal allocation for a maximum☆22Updated 4 years ago
- ☆32Updated 2 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆86Updated 3 years ago
- Semi-automatic analysis of a financial series using Python.☆13Updated 3 years ago
- Website dedicated to a book on machine learning for factor investing☆235Updated 2 years ago
- My curated list of resources on Data Science, Machine Learning, and Quantitative Finance☆66Updated last year
- Deep Reinforcement Learning for Portfolio Optimization☆128Updated 5 years ago
- ☆19Updated 2 years ago
- Replication of https://ssrn.com/abstract=3984925☆48Updated last year
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆217Updated 4 years ago
- Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio retur…☆30Updated 4 years ago
- This course in applied data science covers the theoretical foundations of advanced quantitative approaches in machine learning, econometr…☆44Updated 5 months ago
- Python for Portfolio Optimization: The Ascent! First working lessons to ascend the hilly terrain of Portfolio Optimization in seven strid…☆87Updated 5 years ago
- ☆82Updated 10 months ago