TommasoBelluzzo / BaselTools
A framework for estimating Basel IV capital requirements.
☆23Updated 5 years ago
Alternatives and similar repositories for BaselTools:
Users that are interested in BaselTools are comparing it to the libraries listed below
- Advanced Financial Econometrics - Trinity Term 2020☆28Updated 4 years ago
- Development space for PhD in Finance☆33Updated 4 years ago
- A framework for historical volatility estimation and analysis.☆34Updated 4 years ago
- Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject☆13Updated 6 years ago
- ☆39Updated 6 years ago
- ECON457 2018 Applied Computational Economics and Finance☆27Updated 7 years ago
- An Excel integration of OpenGamma Strata.☆13Updated 3 years ago
- A framework for detecting misreported returns in hedge funds.☆16Updated 5 years ago
- Notebook and assignment for Coursera course: Introduction to Computational Finance and Financial Econometrics by Eric Zivot☆11Updated 6 years ago
- My replication of financial papers.☆19Updated 6 years ago
- Notebooks that support https://python-advanced.quantecon.org☆18Updated last month
- Contains Python code and files used to estimate shadow rate using Krippner's K-ANSM(2) with an estimated lower bound term structure model☆14Updated 4 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
- Applied Macroeconomics, a course taught at the University of Warsaw☆20Updated 4 years ago
- A repository to explore the concepts of applied econometrics in the context of financial time-series.☆35Updated 5 years ago
- Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"☆30Updated 2 years ago
- Covariance Matrix Estimation via Factor Models☆32Updated 5 years ago
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri☆32Updated 3 years ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 5 years ago
- Inspired by Hillebrand & Medeiros (2009) and Corsi (2009), I put neural networks in a High frequency environment, and tested the performa…☆18Updated 4 years ago
- Financial Library ( Economic Scenario Generator, Asset Liability Management, Pricing )☆30Updated last year
- Macro with Python☆54Updated 3 years ago
- Material for a Python for Finance workshop at the University of Melbourne in 2018☆16Updated 7 years ago
- ☆28Updated 4 years ago
- Behavioral Economics and Finance Python Notebooks☆19Updated 5 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆27Updated 4 years ago
- A MATLAB Realisation of Regime Switching Asset Allocation Strategy☆8Updated 7 years ago
- Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…☆38Updated 4 years ago
- My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"☆49Updated 4 years ago
- ☆22Updated last year