StxGuy / EconophysicsLinks
Collection of Python scripts for the book "An Introduction to Econophysics: Contemporary Approaches with Python Simulations"
☆33Updated 7 months ago
Alternatives and similar repositories for Econophysics
Users that are interested in Econophysics are comparing it to the libraries listed below
Sorting:
- Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…☆144Updated 2 years ago
- Material for Antoine Savine's Computational Finance Lectures at Copenhagen University & Kings College London☆65Updated 5 years ago
- Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,exte…☆37Updated 6 years ago
- Implementation of the Deep xVA Solver of Gnoatto, Picarelli and Reisinger (2020) https://arxiv.org/abs/2005.02633☆16Updated 4 years ago
- Python implementation of fractional brownian motion☆61Updated 4 years ago
- ☆24Updated last year
- Examples and demos showing how to call functions from the nAG Library for Python☆67Updated 8 months ago
- ☆73Updated 3 years ago
- Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.☆50Updated 2 years ago
- Complement the article 'Differential Machine Learning' (Huge & Savine, 2020), including mathematical proofs and important implementation …☆27Updated 2 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 4 years ago
- 📒 A collection of notes exploring Quantitative Finance concepts with Python☆77Updated this week
- alpha-RNN☆30Updated 5 years ago
- Financial Portfolio Optimization Algorithms☆57Updated last year
- Julia package for the book "Applied Quantitative Finance for Equity Derivatives"☆38Updated 3 weeks ago
- Replication codes for Deep Learning Credit Risk Modeling by Manzo, Qiao☆21Updated 3 years ago
- Python class and jupyter iPython notebook for pricing a fixed coupon bond☆24Updated 6 years ago
- Monte Carlo Submission Examples☆16Updated 9 months 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…☆63Updated 3 months ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆117Updated 3 weeks ago
- Advanced Risk and Portfolio Management Resources☆30Updated 5 years ago
- A project of realizing multiple numerical option pricing methods, including trees, Monte Carlo simulations, and finite difference methods…☆20Updated 7 years ago
- A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM☆113Updated 6 years ago
- Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)☆53Updated 6 months ago
- SdePy: Numerical Integration of Ito Stochastic Differential Equations☆43Updated 3 years ago
- Monte Carlo option pricing algorithms for vanilla and exotic options☆26Updated 5 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆64Updated 3 years ago
- Neural network local volatility with dupire formula☆77Updated 4 years ago
- Code that I show on my YouTube Channel☆101Updated 2 years ago
- A portfolio management algorithm for the 21st century.☆92Updated 4 years ago