☆17Nov 17, 2021Updated 4 years ago
Alternatives and similar repositories for NN-volatility-forecasting-review
Users that are interested in NN-volatility-forecasting-review are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Volatility models for stock prices using deep learning and mixture models.☆16Aug 20, 2022Updated 3 years ago
- ☆28Aug 26, 2024Updated last year
- Fractional Brownian Motion package☆11Jun 24, 2022Updated 3 years ago
- Option Volatility and Pricing Models.☆13Feb 24, 2025Updated last year
- Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈☆16Sep 25, 2021Updated 4 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- ☆12Dec 22, 2023Updated 2 years ago
- Survey of neural network methods for derivatives pricing and risks☆14Jul 5, 2022Updated 3 years ago
- We implement RSQE and HQE simulation schemes from the paper Efficient simulation of affine forward volatility models.☆18Jun 10, 2022Updated 3 years ago
- ☆12Dec 21, 2022Updated 3 years ago
- Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.☆12Sep 29, 2017Updated 8 years ago
- experiments with crypto trading☆16Jul 26, 2024Updated last year
- ☆16Jul 17, 2020Updated 5 years ago
- Elements of Financial Risk Management in Python☆12Jan 10, 2021Updated 5 years ago
- A Deep Learning Framework for Neural Derivative Hedging☆31Feb 3, 2022Updated 4 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆15Jul 17, 2023Updated 2 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆67Jul 17, 2022Updated 3 years ago
- ☆22Apr 1, 2022Updated 3 years ago
- Fourier Spatial-Temporal Network for Multivariate Time Series Forecasting☆11Jan 1, 2023Updated 3 years ago
- Basic Limit Order Book functions☆23Apr 4, 2018Updated 7 years ago
- The aim of this repository is to merge several methods into one library to allow the user to establish the dynamics followed and to make …☆12Jan 19, 2023Updated 3 years ago
- ☆20Oct 8, 2019Updated 6 years ago
- Modelling the implicit volatility, using multi-factor statistical models.☆22Apr 22, 2025Updated 11 months ago
- FinanceGPT-B☆10Mar 26, 2024Updated 2 years ago
- DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- ☆26Mar 23, 2025Updated last year
- Code for the paper "FinRLlama: A Solution to LLM-Engineered Signals Challenge at FinRL Contest 2024"☆13Feb 14, 2025Updated last year
- 这是一个包含Zakamouline和WW两种期权对冲策略的项目☆18Apr 15, 2022Updated 3 years ago
- ☆21Nov 4, 2022Updated 3 years ago
- Full Python implementation of the Heston pricing algorithm developed in the article by Leif Anderson and Mark Lake in their article Robus…☆22Jun 28, 2020Updated 5 years ago
- Repository attached to the paper with the same name.☆21Jun 15, 2021Updated 4 years ago
- SABR Implied volatility asymptotics☆25May 22, 2020Updated 5 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆51Oct 29, 2021Updated 4 years ago
- ☆77Nov 16, 2022Updated 3 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting with the flexibility to host WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Cloudways by DigitalOcean.
- ☆22Jun 20, 2018Updated 7 years ago
- Implementation of the Recurrent Implicit Quantile Networks (RIQNs), used as a baseline in the OOD detection in the anomalous RL benchmark☆14Oct 24, 2021Updated 4 years ago
- Load & Query Stock Data Using OpenBB & ArcticDB☆44Jan 10, 2026Updated 2 months ago
- Replication and extension of the study by Fama and French (1993) for three-factor asset pricing model (2016)☆13Oct 5, 2017Updated 8 years ago
- 刘海洋《LaTeX入门》配书670案例☆17Sep 17, 2020Updated 5 years ago
- This repo implements a Fama-MacBeth 2-stage regression to estimate factor risk premia, make inference on the risk premia, and test whethe…☆14Jun 25, 2019Updated 6 years ago
- Time Series Prediction of Volume in LOB☆60Apr 17, 2024Updated last year