Technical-Incerto-Reading-Club / derivations
Mathematical derivations related to the Technical Incerto.
☆15Updated 3 years ago
Alternatives and similar repositories for derivations:
Users that are interested in derivations are comparing it to the libraries listed below
- Repository for the code examples backing each meet-up session☆30Updated 2 years ago
- This repository contains a website for the Technical Incerto Reading Club meetup group.☆64Updated 8 months ago
- Code and Notes for fat-tailed statistics.☆68Updated last year
- Python / R / Mathematica / ___ code and commentaries based on Nassim Taleb's "Statistical Consequences of Fat Tails" - Feel free to contr…☆83Updated 4 years ago
- Material for Antoine Savine's Computational Finance Lectures at Copenhagen University & Kings College London☆62Updated 5 years ago
- Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,exte…☆36Updated 5 years ago
- A repository for collating all the resources such as articles, blogs, papers, and books related to Bayesian Statistics.☆17Updated 3 years ago
- A text on Bayesian inference. Applying Bayesian regression and a Bayesian convolutional neural net on data from simulations of the Ising …☆48Updated 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
- ☆36Updated 3 years ago
- Notebooks for https://python-programming.quantecon.org☆54Updated last week
- ☆231Updated 3 years ago
- PyData London 2019 Tutorial on Markov chain Monte Carlo with PyMC3☆155Updated 4 years ago
- 📦 Python library for Stochastic Processes Simulation and Visualisation☆170Updated this week
- Code and notebooks for Econometric Theory☆112Updated 8 years ago
- qrm☆230Updated last year
- ☆110Updated 3 years ago
- Notebooks for https://python.quantecon.org☆237Updated 3 weeks 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 5 months ago
- Inference case studies in jupyter☆92Updated 6 years ago
- Economic scenario generator for python: simulate stocks, interest rates, and other stochastic processes.☆130Updated last year
- Python for Finance module for Imperial MSc in Mathematics and Finance☆95Updated 2 months ago
- Ikaros is a free financial library built in pure python that can be used to get information for single stocks, generate signals and build…☆66Updated 3 years ago
- Figures and code examples from Bayesian Analysis with Python (third edition)☆175Updated last week
- Specification files for the Foundations of Applied Mathematics lab curriculum. https://foundations-of-applied-mathematics.github.io/☆50Updated 5 months ago
- JuliaLang version of "An Introduction to Statistical Learning: With Applications in R"☆143Updated 4 years ago
- Website dedicated to a book on machine learning for factor investing☆214Updated last year
- Credit-Risk Modelling Libraries☆114Updated 6 years ago
- Jupyter notebooks contributed by QuantEcon developers, users and the community☆123Updated last year
- Code that I show on my YouTube Channel☆93Updated last year