StxGuy / Econophysics
Collection of Python scripts for the book "An Introduction to Econophysics: Contemporary Approaches with Python Simulations"
☆29Updated 2 months ago
Alternatives and similar repositories for Econophysics:
Users that are interested in Econophysics are comparing it to the libraries listed below
- Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,exte…☆36Updated 5 years ago
- Replication codes for Deep Learning Credit Risk Modeling by Manzo, Qiao☆21Updated 2 years ago
- Implementation of the Deep xVA Solver of Gnoatto, Picarelli and Reisinger (2020) https://arxiv.org/abs/2005.02633☆16Updated 4 years ago
- Examples and demos showing how to call functions from the nAG Library for Python☆65Updated 3 months ago
- Material for Antoine Savine's Computational Finance Lectures at Copenhagen University & Kings College London☆62Updated 5 years ago
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆62Updated 6 months ago
- Monte Carlo Submission Examples☆16Updated 4 months ago
- Entropy Pooling in Python with a BSD 3-Clause license.☆36Updated 4 months ago
- ☆22Updated last year
- A Python Package for Portfolio Optimization using the Critical Line Algorithm☆25Updated last year
- Compile risk with cvxpy☆13Updated this week
- 📒 A collection of notes exploring Quantitative Finance concepts with Python☆64Updated 10 months ago
- Large Deviations for volatility options☆11Updated 5 years ago
- ☆63Updated 2 weeks ago
- Python class and jupyter iPython notebook for pricing a fixed coupon bond☆23Updated 6 years ago
- Julia and Python programs that implement some of the tools described in my book "Stochastic Methods in Asset Pricing" (SMAP), MIT Press 2…☆23Updated 3 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…☆138Updated 2 years ago
- Deep Learning methods to solve path-dependent PDEs / to price path-dependent derivatives like exotic options☆33Updated 3 years ago
- JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python☆45Updated 2 years ago
- Financial Strategy Resources☆15Updated 2 years ago
- Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)☆59Updated 3 years ago
- Teaching Resources for Cuemacro courses☆53Updated this week
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 4 years ago
- Quantum Computing for Finance☆15Updated this week
- A Python module for easily retrieving and manipulating data series from Federal Reserve Economic Data (FRED)☆55Updated 3 weeks ago
- Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)☆47Updated last month
- Public code for our paper https://ssrn.com/abstract=3958331☆24Updated 3 years ago
- Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization☆53Updated 2 years ago
- PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…☆40Updated 3 years ago