StxGuy / EconophysicsLinks
Collection of Python scripts for the book "An Introduction to Econophysics: Contemporary Approaches with Python Simulations"
☆32Updated 11 months ago
Alternatives and similar repositories for Econophysics
Users that are interested in Econophysics are comparing it to the libraries listed below
Sorting:
- Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,exte…☆38Updated 6 years ago
- Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…☆143Updated 3 years ago
- Material for Antoine Savine's Computational Finance Lectures at Copenhagen University & Kings College London☆68Updated 5 years ago
- Quantum Computing for Finance☆17Updated 9 months ago
- Implementation of the Deep xVA Solver of Gnoatto, Picarelli and Reisinger (2020) https://arxiv.org/abs/2005.02633☆19Updated 5 years ago
- Examples and demos showing how to call functions from the nAG Library for Python☆66Updated last year
- Monte Carlo option pricing algorithms for vanilla and exotic options☆26Updated 5 years ago
- ☆24Updated last year
- A portfolio management algorithm for the 21st century.☆93Updated 5 years ago
- ☆77Updated 4 years ago
- Replication codes for Deep Learning Credit Risk Modeling by Manzo, Qiao☆21Updated 3 years ago
- Python implementation of fractional brownian motion☆64Updated 5 years ago
- 📒 A collection of notes exploring Quantitative Finance concepts with Python☆90Updated 2 months ago
- Monte Carlo Submission Examples☆17Updated last year
- A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM☆115Updated 6 years ago
- Julia package for the book "Applied Quantitative Finance for Equity Derivatives"☆46Updated 5 months ago
- Advanced Risk and Portfolio Management Resources☆31Updated 6 years ago
- A Python implementation of the rough Bergomi model.☆133Updated 7 years ago
- Neural network local volatility with dupire formula☆79Updated 4 years ago
- ☆68Updated 5 months 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
- SdePy: Numerical Integration of Ito Stochastic Differential Equations☆44Updated 4 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆122Updated last month
- Public code for our paper https://ssrn.com/abstract=3958331☆26Updated 3 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆120Updated last year
- JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python☆49Updated 2 years ago
- Complement the article 'Differential Machine Learning' (Huge & Savine, 2020), including mathematical proofs and important implementation …☆28Updated 3 years ago
- NYU Math-GA 2048: Scientific Computing in Finance☆109Updated 5 years ago
- Python Financial ENGineering (PyFENG package in PyPI.org)☆175Updated 2 months ago
- Teaching Resources for Cuemacro courses☆55Updated 7 months ago