Machine learning for financial risk management
☆36Jan 10, 2024Updated 2 years ago
Alternatives and similar repositories for ml4frm
Users that are interested in ml4frm are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A complete, production-quality Java parser for the SQL language.☆10Aug 25, 2014Updated 12 years ago
- Heath–Jarrow–Morton model☆14Feb 22, 2021Updated 5 years ago
- Acervo de notebooks referente aos exercícios do curso Python para Análise de Dados realizado pela EBAC como parte do curso Profissão: Cie…☆15Apr 29, 2023Updated 3 years ago
- streamlit appliations and colab notebooks with introductory material to qf in Python☆67Aug 20, 2024Updated 2 years ago
- ☆16Jul 25, 2025Updated last year
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Ameritrade API with Google Scripts tutorial repository of code☆17Feb 21, 2022Updated 4 years ago
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆11Updated this week
- ☆17Mar 31, 2023Updated 3 years ago
- Fitting an SVI model using Zeliade's method in Python with Pandas☆13May 13, 2015Updated 11 years ago
- Arbitrage free SVI Surface☆14Feb 13, 2018Updated 8 years ago
- Official implementation of the algorithmic approach presented in the research paper entitled "Risk-Sensitive Policy with Distributional R…☆16Dec 19, 2022Updated 3 years ago
- B-Spline Density Estimation Library - nonparametric density estimation using B-Spline density estimator from univariate sample.☆16Aug 22, 2021Updated 5 years ago
- ☆11Apr 13, 2017Updated 9 years ago
- ☆22Oct 1, 2022Updated 3 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Implemention of 101 formulaic alphas using qstrader☆51Jul 11, 2022Updated 4 years ago
- Technical and Quant Analysis Of Stock Market☆16Apr 30, 2024Updated 2 years ago
- ☆26Apr 5, 2021Updated 5 years ago
- This project is a collection of Jupyter notebooks and scientific papers that analyze Bitcoin markets using economical, financial and mach…☆17Mar 24, 2023Updated 3 years ago
- Retrieve data for various multi-factor asset pricing models.☆20Feb 11, 2026Updated 7 months ago
- Conformal Prediction - A Practical Guide with MAPIE☆18Feb 18, 2024Updated 2 years ago
- Use hidden Markov models to label regimes on S&P 500 data, train three classifiers (naive Bayes, logistic regression, and support vector …☆16Feb 28, 2023Updated 3 years ago
- Financial analysis, algorithmic trading, portfolio optimization examples with Python (DISCLAIMER - No Investment Advice Provided, YASAL U…☆48Nov 25, 2022Updated 3 years ago
- ☆17Oct 25, 2023Updated 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.
- ☆20Apr 19, 2021Updated 5 years ago
- C++ option pricing library on vanillas & exotics, Python volatility calibration library☆22Aug 20, 2024Updated 2 years ago
- CFA Learning Notes☆20Apr 12, 2024Updated 2 years ago
- Operator Deep Smoothing☆18May 22, 2026Updated 3 months ago
- PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…☆55Aug 28, 2021Updated 5 years ago
- Simulation of Stock Data Using Recurrent GAN☆18Sep 2, 2021Updated 5 years ago
- 各种因子和量化技术的实现与研究，例如Alpha191☆16Feb 21, 2024Updated 2 years ago
- Python methods to create a Ho-Lee binomial interest rate model for fixed income security pricing: caps, swaps, bonds, etc.☆19Apr 28, 2024Updated 2 years ago
- Built a pairs trading strategy in emerging markets using a rolling Kalman-filter beta and spread half-life, with z-score position sizing,…☆19Aug 10, 2024Updated 2 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Tracking api hits, login. logout etc in django.☆13Aug 11, 2022Updated 4 years ago
- This notebook includes data scraping. For this beautifulsoup and selinium is used. It takes a website URL as an input and extracts the in…☆10Aug 4, 2021Updated 5 years ago
- Study on fundamentals about modern Python 3+☆12Feb 5, 2022Updated 4 years ago
- Calibration and Simulation Engine for Local Volatility Models☆16Dec 13, 2021Updated 4 years ago
- Repository attached to the paper with the same name.☆21Jun 15, 2021Updated 5 years ago
- Fast Risks with QuantLib in Python☆21Apr 2, 2026Updated 5 months ago
- Implemented a LightLGM model capable of predicting the closing price movements for hundreds of NASDAQ listed stocks using data from the…☆19Jan 8, 2024Updated 2 years ago