TommasoBelluzzo / HFMRDView external linksLinks
A framework for detecting misreported returns in hedge funds.
☆16Aug 25, 2019Updated 6 years ago
Alternatives and similar repositories for HFMRD
Users that are interested in HFMRD are comparing it to the libraries listed below
Sorting:
- A framework for estimating Basel IV capital requirements.☆25Jul 23, 2019Updated 6 years ago
- A framework for historical volatility estimation and analysis.☆35Jun 14, 2020Updated 5 years ago
- A framework for financial systemic risk valuation and analysis.☆177Jan 5, 2023Updated 3 years ago
- An Excel integration of OpenGamma Strata.☆13Sep 19, 2021Updated 4 years ago
- This project tries to replicate hedge funds returns.☆26Apr 1, 2019Updated 6 years ago
- ☆10Nov 24, 2020Updated 5 years ago
- Quantum Black Hackathon organised by Analytics Vidya☆13Jul 23, 2019Updated 6 years ago
- Deep Reinforcement Learning applied to trading☆15Jan 29, 2019Updated 7 years ago
- Dynamic time series clustering via volatility change-points☆16Jun 27, 2019Updated 6 years ago
- ☆17Mar 18, 2018Updated 7 years ago
- A library for discrete-time Markov chains analysis.☆93Jan 1, 2026Updated last month
- Material for a Python for Finance workshop at the University of Melbourne in 2018☆16Mar 21, 2018Updated 7 years ago
- Wrapper for transferring big data from A to B, where A and B are distinct and chosen between BigQuery, Storage, a local folder and pandas…☆13Jun 12, 2023Updated 2 years ago
- Random Forest-based "Correlation" measures☆15May 3, 2022Updated 3 years ago
- ☆16Mar 15, 2018Updated 7 years ago
- Layer to connect with market providers for data + trading from different algorithmic trading providers / cryptocurrencurrencies / forex /…☆14Dec 8, 2022Updated 3 years ago
- [Quantitative Finance 2019] Sovereign Risk Zones in Europe During and After the Debt Crisis☆13May 12, 2020Updated 5 years ago
- My approaches to Financial Forecasting Challenge by G-Research☆45Dec 5, 2018Updated 7 years ago
- My replication of financial papers.☆20Aug 2, 2018Updated 7 years ago
- Codes for the paper 'Clustering Approaches for Global Minimum Variance Portfolio'☆22Jul 13, 2022Updated 3 years ago
- A public available dataset for using market sentiment for financial asset allocation.☆23Feb 17, 2019Updated 6 years ago
- Jupyter Notebooks for supplychainpy☆23Mar 21, 2017Updated 8 years ago
- Know Your Boundaries: Constraining Gaussian Processes by Variational Harmonic Features☆24Apr 20, 2019Updated 6 years ago
- This is a public collection of papers related to machine learning model interpretability.☆26Nov 23, 2021Updated 4 years ago
- Most Shorted Stocks (UK) By Institutional Investors☆21Sep 9, 2020Updated 5 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Apr 30, 2020Updated 5 years ago
- 系统性风险指标计算☆10Apr 20, 2020Updated 5 years ago
- Time Alignment Measurement for Time Series☆29Jul 6, 2022Updated 3 years ago
- Learning how to apply advanced decision techniques such as real options, Monte Carlo simulation, network concepts from graph theory, prob…☆30Apr 27, 2019Updated 6 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆23Jul 26, 2019Updated 6 years ago
- NLP: An Application for Public Policy, PyCon Ireland 2018☆27Dec 11, 2022Updated 3 years ago
- Python optimization library for mathematical programming.☆11Jul 22, 2022Updated 3 years ago
- Smoothing algorithm and interpolation tool using cubic Bézier splines - reproduces Excel's smooth scatter plot☆16Sep 30, 2015Updated 10 years ago
- Transfer learning for flight-delay prediction via variational autoencoders in Keras☆35May 18, 2017Updated 8 years ago
- ☆34Dec 20, 2016Updated 9 years ago
- Applying XBRL to AI☆40Nov 7, 2018Updated 7 years ago
- Replication for Common Owner 1980-2017 (https://www.aeaweb.org/articles?id=10.1257/mic.20190389)☆39Jul 1, 2022Updated 3 years ago
- Fundamental Accounting Concept Relations validation for International Financial Reporting Standards (IFRS).☆14Sep 20, 2018Updated 7 years ago
- Course website for Quantitative Methods for Monetary Economics☆10Sep 4, 2019Updated 6 years ago