This software automatizes the estimation of Yang & Zhang's RV proxy for financial securities
☆13Dec 7, 2023Updated 2 years ago
Alternatives and similar repositories for SIMPAC-2023-503
Users that are interested in SIMPAC-2023-503 are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- This software automatizes the estimation of Yang & Zhang's RV proxy for financial securities☆18Dec 7, 2023Updated 2 years ago
- ☆28Mar 6, 2024Updated 2 years ago
- R package for Bayesian quantile vector autoregression estimation, forecast and impulse response analysis☆11Oct 10, 2024Updated 2 years ago
- Statistical volatility (also called historic or realized volatility) is a measurement of how much the price or returns of stock value. It…☆10Dec 7, 2022Updated 3 years ago
- ☆10May 2, 2024Updated 2 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Simulated markets based on Zero-Intelligence agent☆18Jun 12, 2020Updated 6 years ago
- Portfolio Optimisation is a fundamental problem in Financial Mathematics.The objective of this project is to explore the applicability of…☆13Nov 10, 2020Updated 5 years ago
- Augmented Dickey-Fuller implementation in Go☆12Mar 15, 2019Updated 7 years ago
- Fractional Brownian Motion package☆11Jun 24, 2022Updated 4 years ago
- A curated list of awesome resources for green finance. Inspired by awesome-machine-learning.☆10Oct 15, 2019Updated 7 years ago
- The codes samples from the Go Faster book☆11Apr 11, 2023Updated 3 years ago
- Iterated Amplitude Adjusted Fast Fourier Transform time series surrogates☆20Jun 22, 2021Updated 5 years ago
- A Python API and BMI for the Dakota iterative systems analysis toolkit☆14Apr 13, 2020Updated 6 years ago
- Using Locally weighted linear regression to find out the correlation among M2 CPI and the index of treasury bond in China☆10Apr 12, 2018Updated 8 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.
- Jurik Moving Average☆14Dec 19, 2020Updated 5 years ago
- Neural network framework for volatility surface approximation and calibration. Supports rough Heston/Bergomi, random grids, multi-regime …☆15Jul 7, 2026Updated 4 months ago
- Solutions to the book exercises☆12Apr 16, 2023Updated 3 years ago
- Semi-automatic analysis of a financial series using Python.☆13Nov 30, 2021Updated 4 years ago
- Open economics and finance models with typed inputs, verified outputs and reproducible results. 1.0 in development; 0.2.x on legacy/0.2.x…☆11Updated this week
- Official implementation of AGSTN model(ICDM2020)☆12Sep 12, 2020Updated 6 years ago
- Volatility trading☆21Sep 26, 2026Updated last month
- Pythonic version bhavcopy. Downloads the EOD data from the last date downloaded☆17Jul 9, 2021Updated 5 years ago
- Series of Golang Interview Questions☆11Mar 2, 2023Updated 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.
- quantitative finance library in kdb+/q☆19Oct 22, 2014Updated 12 years ago
- Automated trading platform based on Machine Learning algorithm using q/kdb+.☆24Oct 4, 2015Updated 11 years ago
- Multivariate Volatility Models (ARCH) for stock prices and other time series☆20Sep 15, 2024Updated 2 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
- Code for Forecasting Realized Volatility with Spillover Effects: Perspectives from Graph Neural Networks☆20Oct 30, 2024Updated 2 years ago
- 开源的金融投资数据提取工具,专注在各类网站上爬取数据,并通过简单易用的API方式使用☆12Oct 18, 2018Updated 8 years ago
- heterogenous autoregressive (HAR) models of Bollerslev et al. (2016) implemented in R to forecast the intraday measure of realized volati…☆20Jul 19, 2021Updated 5 years ago
- ☆17Feb 6, 2024Updated 2 years ago
- LangGraph pipeline that ingests raw markdown, compiles an Obsidian-style vault (wikilinks, backlinks, Index.md), optionally runs LLM auth…☆15Sep 22, 2026Updated last month
- 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.
- A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)☆12Apr 12, 2023Updated 3 years ago
- Library of rules, skills, workflows, and AGENTS.md files from the Cline community☆22Feb 27, 2026Updated 8 months ago
- A bilingual (EN/ZH) 4-stage research workflow skill for Claude Code and Codex CLI — topic refinement, urgency assessment, route evaluatio…☆17May 24, 2026Updated 5 months ago
- Project that uses deep learning to forecast stock returns and defines the optimal allocation for a maximum☆22Apr 23, 2021Updated 5 years ago
- ☆18Jan 7, 2019Updated 7 years ago
- Code for paper - A Deep Generative Approach to Conditional Sampling☆13Apr 24, 2022Updated 4 years ago
- Rust Market Simulation Library with a Python API☆23Apr 16, 2024Updated 2 years ago