aluo417 / Financial-Engineering-Projects
☆14Updated 7 years ago
Alternatives and similar repositories for Financial-Engineering-Projects:
Users that are interested in Financial-Engineering-Projects are comparing it to the libraries listed below
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago
- analyze financial data using python: numpy, pandas, etc.☆21Updated 7 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆21Updated 5 years ago
- Machine Learning for Quantitative Finance☆24Updated 6 years ago
- A Python toolkit for high-frequency trade research.☆40Updated 6 years ago
- Repository for teachings on Quant Finance☆49Updated 5 years ago
- Source code for Multicriteria Portfolio Construction with Python☆30Updated 4 years ago
- CVXPY Portfolio Optimization Sample☆46Updated 8 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- everything quantitative finance related☆22Updated 4 years ago
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri☆33Updated 3 years ago
- Fama French model on a subset of Canadian Equity data with Python☆46Updated 6 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- My approaches to Financial Forecasting Challenge by G-Research☆43Updated 6 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆28Updated 5 years ago
- My replication of financial papers.☆19Updated 6 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆60Updated 2 years ago
- ☆14Updated 5 years ago
- Code for the paper "Hedging with linear regressions and neural networks"☆36Updated 3 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated 11 months ago
- Dynamic time series clustering via volatility change-points☆16Updated 5 years ago
- Algorithmic multi-greek hedges using Python☆19Updated 4 years ago
- Tutorials about Machine Learning and Deep Learning☆30Updated 6 years ago
- Library for simulation and analysis of vanilla and exotic options☆33Updated 4 years ago
- Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction☆30Updated 8 years ago
- Talk Materials for "Convex Optimization for Finance"☆28Updated 2 years ago
- Portfolio optimization with cvxopt☆38Updated 3 months ago
- Applying Differential Machine Learning to Calibrate Heston Model☆16Updated last year
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 4 years ago
- Quantifying ESG Alpha using Scholar Big Data: An Automated Machine Learning Approach.☆74Updated 4 years ago