Alternatives and similar repositories for BaselTools

Users that are interested in BaselTools are comparing it to the libraries listed below

• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 5 years ago
• QuantEcon / dynamic_factor_models
  ☆41Updated 6 years ago
• marcinbielecki / Applied_Macroeconomics
  Applied Macroeconomics, a course taught at the University of Warsaw
  ☆20Updated 4 years ago
• chicago-joe / Python-ML-for-Financial-Applications
  Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling
  ☆19Updated 6 years ago
• lnsongxf / Applied_Computational_Economics_and_Finance
  ECON457 2018 Applied Computational Economics and Finance
  ☆27Updated 8 years ago
• algoquant / lecture_slides
  NYU Tandon lecture slides
  ☆32Updated 5 months ago
• bashtage / AFE2020
  Advanced Financial Econometrics - Trinity Term 2020
  ☆31Updated 4 years ago
• rbeeli / dynamic_conditional_beta
  Modeling conditional betas with DCC-GARCH and COMFORT-DCC models with application in asset allocation.
  ☆16Updated 6 years ago
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆37Updated 6 years ago
• andi-jo / ML_projection_toolbox
  Simple wrapper for machine learning models in the context of lead-lag projection modelling.
  ☆25Updated 7 years ago
• montrixdev / mxdevtool-python
  Financial Library ( Economic Scenario Generator, Asset Liability Management, Pricing )
  ☆31Updated 2 years ago
• ymlai87416 / ComputationalFinance_notebook
  Notebook and assignment for Coursera course: Introduction to Computational Finance and Financial Econometrics by Eric Zivot
  ☆11Updated 7 years ago
• zeyuz35 / Evaluation-of-Machine-Learning-in-Asset-Pricing
  ☆28Updated 4 years ago
• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆54Updated 4 years ago
• pcmichaud / notebooks
  Behavioral Economics and Finance Python Notebooks
  ☆21Updated 6 years ago
• BessieChen / R-in-Finance
  This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), …
  ☆51Updated 7 years ago
• TommasoBelluzzo / SystemicRisk
  A framework for financial systemic risk valuation and analysis.
  ☆177Updated 2 years ago
• TommasoBelluzzo / HFMRD
  A framework for detecting misreported returns in hedge funds.
  ☆16Updated 6 years ago
• cmimlg / YieldCurveModeling
  Yield Curve Modeling Using Dynamic Gaussian Processes
  ☆17Updated 3 years ago
• Apress / implementing-machine-learning-finance
  Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri
  ☆33Updated 4 years ago
• PhoenixDD / Hedge-Fund-replication
  This project tries to replicate hedge funds returns.
  ☆25Updated 6 years ago
• kokoff / deep-forecast
  Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject
  ☆13Updated 7 years ago
• blake-marsh / GARCH_replication
  Replication of key GARCH model papers
  ☆36Updated 9 years ago
• MarcosCarreira / BrazilianDerivatives
  Updates, charts, code, data, typos for the book 'Brazilian Derivatives and Securities"
  ☆17Updated last year
• yitaohu88 / Empirical-Method-in-Finance
  Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…
  ☆43Updated 4 years ago
• barunik / sam
  Code to compute Spillover Asymmetry Measure (SAM) introduced in Baruník, J., Kočenda, E. and Vácha, L., 2016. Asymmetric connectedness on…
  ☆14Updated 6 years ago
• as4456 / Leo_Krippner_SSR
  Contains Python code and files used to estimate shadow rate using Krippner's K-ANSM(2) with an estimated lower bound term structure model
  ☆15Updated 4 years ago
• andreachello / Applied-Econometric-Time-Series
  A repository to explore the concepts of applied econometrics in the context of financial time-series.
  ☆41Updated 5 years ago
• yolsever / ML-in-equity-prediction
  My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"
  ☆50Updated 5 years ago
• davidrpugh / pyBEA
  Python package for downloading data from the Bureau of Economic Analysis (BEA) data API.
  ☆72Updated 4 years ago