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:
- High performance hybrid Monte Carlo simulation☆10Aug 23, 2026Updated last week
- This course focuses on computational methods in option and interest rate, product’s pricing and model calibration. The first module will …☆11Aug 25, 2022Updated 4 years ago
- A Hybrid Method of Exponential Smoothing and Recurrent Neural Networks for Multivariate Time Series Forecasting☆13Oct 25, 2022Updated 3 years ago
- Some time series vectorization methods which could give better representation for classification / clustering or other analysis.☆11Jan 4, 2016Updated 10 years ago
- Matlab implementation of TCK☆12Jul 5, 2019Updated 7 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.
- ML Application of Algorithmic Trading☆26Oct 16, 2021Updated 4 years ago
- A lean package to estimate financial asset betas☆14Feb 12, 2023Updated 3 years ago
- Variance Gamma distribution (Python): pdf, cdf, rand and fit.☆11Mar 8, 2018Updated 8 years ago
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆42Feb 20, 2024Updated 2 years ago
- Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations☆12Sep 1, 2019Updated 6 years ago
- Simulation environments for Multi-Objective Reinforcement Learning (MORL)☆17Aug 2, 2022Updated 4 years ago
- TIME SERIES ANALYSIS : Forecasted number of passengers for next 10 years of airlines using ARIMA model in python☆10Dec 27, 2025Updated 8 months ago
- IPython notebooks that illustrate the Pyomo optimization modeling software☆15Aug 5, 2015Updated 11 years ago
- Calibration of a Surface SVI☆13Jan 31, 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.
- An attempt to use KAN☆13May 23, 2024Updated 2 years ago
- Arbitrage free SVI Surface☆14Feb 13, 2018Updated 8 years ago
- NJU CS核心课程，算法导论，相关实验☆17Aug 5, 2019Updated 7 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
- autoencoder trained on BOLD5000 dataset☆13Jun 22, 2022Updated 4 years ago
- Python implementation for regime-dependent portfolio optimization☆17Oct 14, 2023Updated 2 years ago
- pylambertw - sklearn interface to analyze and gaussianize heavy-tailed, skewed data☆16Apr 15, 2024Updated 2 years ago
- powerbi visuals formatting model helper utils☆16Updated this week
- Implemention of 101 formulaic alphas using qstrader☆51Jul 11, 2022Updated 4 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- Technical and Quant Analysis Of Stock Market☆16Apr 30, 2024Updated 2 years ago
- This notebook presents an example of the equal risk pricing framework with deep hedging from my paper Carbonneau, A. and Godin, F. (2020)…☆16Oct 15, 2021Updated 4 years ago
- Daily kata from Quantitative Investment Portfolio Analytics In R☆18Aug 7, 2019Updated 7 years ago
- DS-GA 1003[Spring 2019]☆11Apr 7, 2020Updated 6 years ago
- 2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)☆19Dec 11, 2019Updated 6 years ago
- Material for the workshop Machine Learning for Option Pricing, Calibration and Hedging☆16Feb 26, 2020Updated 6 years ago
- ☆15Mar 22, 2022Updated 4 years ago
- A repository of basic quantitative finance tools to be used on other projects☆11Mar 19, 2020Updated 6 years ago
- Retrieve data for various multi-factor asset pricing models.☆19Feb 11, 2026Updated 6 months 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.
- GARCH models estimated using autodiff.☆20May 23, 2026Updated 3 months ago
- Conformal Prediction - A Practical Guide with MAPIE☆18Feb 18, 2024Updated 2 years ago
- We implement RSQE and HQE simulation schemes from the paper Efficient simulation of affine forward volatility models.☆19Jun 10, 2022Updated 4 years ago
- ☆15May 11, 2025Updated last year
- ☆20Oct 8, 2019Updated 6 years ago
- Train an LLM to generate cracked Manim animations for mathematical concepts.☆23Mar 14, 2025Updated last year
- A simple framework for distributed reinforcement learning in PyTorch.☆16Apr 24, 2020Updated 6 years ago