Technical-Incerto-Reading-Club / derivationsLinks
Mathematical derivations related to the Technical Incerto.
☆15Updated 4 years ago
Alternatives and similar repositories for derivations
Users that are interested in derivations are comparing it to the libraries listed below
Sorting:
- Repository for the code examples backing each meet-up session☆30Updated 3 years ago
- This repository contains a website for the Technical Incerto Reading Club meetup group.☆67Updated last year
- Code and Notes for fat-tailed statistics.☆68Updated 4 months ago
- Python / R / Mathematica / ___ code and commentaries based on Nassim Taleb's "Statistical Consequences of Fat Tails" - Feel free to contr…☆85Updated 4 years ago
- A Repository of Notebooks for the Python Lecture Site☆268Updated 4 years ago
- Material for Antoine Savine's Computational Finance Lectures at Copenhagen University & Kings College London☆65Updated 5 years ago
- Source files for "Lectures in Quantitative Economics" -- Python version☆194Updated 5 years ago
- Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…☆144Updated 2 years ago
- A text on Bayesian inference. Applying Bayesian regression and a Bayesian convolutional neural net on data from simulations of the Ising …☆49Updated 3 years ago
- A package for Shrinkage Estimation of Covariance Matrices☆27Updated last year
- Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,exte…☆37Updated 6 years ago
- How to detect stock market crashes with topology.☆82Updated 4 years ago
- Source files for https://python-advanced.quantecon.org☆42Updated 4 years ago
- ☆19Updated 3 months ago
- One factor Vasicek model in Python.☆10Updated last year
- Python for Finance module for Imperial MSc in Mathematics and Finance☆99Updated 7 months ago
- Quant Research☆81Updated 3 months ago
- Collection of Python scripts for the book "An Introduction to Econophysics: Contemporary Approaches with Python Simulations"☆33Updated 7 months ago
- Replication codes for Deep Learning Credit Risk Modeling by Manzo, Qiao☆21Updated 3 years ago
- Predictive Uncertainty Quantification through Conformal Prediction for Machine Learning models trained in MLJ.☆142Updated 2 months ago
- This is a companion repository for lectures in ‘Finite Difference Methods for Financial Partial Differential Equations’ aka the ‘Saxo PUK…☆40Updated last year
- Notebooks for https://python-programming.quantecon.org☆59Updated 2 weeks ago
- Python implementation of fractional brownian motion☆61Updated 4 years ago
- Notebooks for https://python.quantecon.org☆240Updated last week
- Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)☆53Updated 5 months ago
- Julia package for the book "Applied Quantitative Finance for Equity Derivatives"☆38Updated last week
- ☆19Updated 8 years ago
- Lifetime Expected Credit Loss calculation under IFRS 9☆12Updated 8 years 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 4 years ago
- Nonlinear Nonparametric Statistics☆76Updated 2 months ago