Alternatives and similar repositories for lecture_slides

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

• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆35Updated 6 years ago
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆64Updated 2 years ago
• mrefermat / quant_finance
  Repository for teachings on Quant Finance
  ☆50Updated 5 years ago
• zeyuz35 / Evaluation-of-Machine-Learning-in-Asset-Pricing
  ☆28Updated 4 years ago
• monty-se / PINstimation
  A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992…
  ☆40Updated 8 months ago
• pingfcc99 / FixedIncomeQuantTrading
  ☆17Updated 7 years ago
• LikunOuyang / MTH9855-Asset-Allocation
  Asset allocation and Portfolio Management Course @ Baruch MFE
  ☆14Updated 5 years ago
• MarcosCarreira / BrazilianDerivatives
  Updates, charts, code, data, typos for the book 'Brazilian Derivatives and Securities"
  ☆17Updated 11 months ago
• Quantoria / Risk_Budgeting
  Risk_Budgeting is a Python project that uses the risk budgeting approach for portfolio asset allocation
  ☆22Updated 7 years ago
• dppalomar / portfolioBacktest
  Automated Backtesting of Portfolios over Multiple Datasets
  ☆63Updated 3 years ago
• mfrdixon / G-Learning-Wealth-Management
  ☆23Updated 3 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 5 years ago
• GustavoAlovisi / cvar_portfolio_optim
  ARMA-GARCH Mixture Copula Mean-CVaR portfolio optimization project.
  ☆29Updated 4 years ago
• yolsever / ML-in-equity-prediction
  My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"
  ☆49Updated 5 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), …
  ☆50Updated 6 years ago
• blake-marsh / GARCH_replication
  Replication of key GARCH model papers
  ☆35Updated 9 years ago
• JustinMShea / ExpectedReturns
  ☆49Updated this week
• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆52Updated 4 years ago
• yitaohu88 / Empirical-Method-in-Finance
  Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…
  ☆39Updated 4 years ago
• omartinsky / AmericanMonteCarlo
  Implementation of the Longstaff-Schwartz (American Monte Carlo) algorithm for pricing options and other derivatives with early-exercise f…
  ☆25Updated 5 years ago
• xuruilong100 / EFRMinPython
  Elements of Financial Risk Management in Python
  ☆12Updated 4 years ago
• rbeeli / dynamic_conditional_beta
  Modeling conditional betas with DCC-GARCH and COMFORT-DCC models with application in asset allocation.
  ☆16Updated 5 years ago
• dppalomar / riskParityPortfolio
  Design of Risk Parity Portfolios
  ☆114Updated 2 years ago
• chicago-joe / Option-Pricing-via-Levy-Models-in-R
  using the Inverse-Transform method to speed up options pricing simulations in R
  ☆28Updated this week
• algoquant / HighFreq
  R package for high frequency time series data management
  ☆62Updated last month
• rbeeli / short-term_momentum_strategy
  Short-term momentum trading strategy implemented for the lecture "Systematic risk premia strategies traded at hedge funds" at University …
  ☆42Updated 3 years ago
• tomasrubin / yield-curve-forecasting
  This repository provides the implementation of a handful of forecasting methods in yield curve modelling.
  ☆25Updated 4 years ago
• BessieChen / Algorithmic-Portfolio-Management-in-R-programming-language
  The course, authored by Prof. Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading)…
  ☆13Updated 6 years ago
• Bazman76 / ilmanen_expected_returns
  ☆15Updated 3 years ago
• xuruilong100 / ATSMTI
  Affine Term-Structure Models: Theory and Implementation
  ☆13Updated 5 years ago