☆15Mar 15, 2018Updated 8 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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- For teaching - Jupyter notebooks on financial engineering. Course at Budapest Technical University / Institute of Physics.☆25May 4, 2026Updated 2 weeks ago
- a python module and user interface of a user-defined Barra risk model☆11Jul 1, 2019Updated 6 years ago
- ☆17Mar 18, 2018Updated 8 years ago
- A public available dataset for using market sentiment for financial asset allocation.☆23Feb 17, 2019Updated 7 years ago
- ☆12Jun 9, 2019Updated 6 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆29Aug 29, 2020Updated 5 years ago
- A Value Investment Strategy That Combines Security Selection And Market Timing Signals☆10Sep 8, 2019Updated 6 years ago
- Quantum Black Hackathon organised by Analytics Vidya☆13Jul 23, 2019Updated 6 years ago
- ☆11Dec 18, 2015Updated 10 years ago
- A look at regulatory challenges and recommendation in the age of AI. Investigating topics like monopoly formation, machine learning audit…☆14Jun 7, 2019Updated 6 years ago
- Collection of ML scripts for tabular datasets☆14Mar 29, 2023Updated 3 years ago
- Dynamic time series clustering via volatility change-points☆16Jun 27, 2019Updated 6 years ago
- A directory of the top business machine learning vendors☆16May 25, 2021Updated 4 years ago
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 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.
- ☆14Jun 21, 2019Updated 6 years ago
- Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.☆16Sep 10, 2020Updated 5 years ago
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 8 years ago
- Guidelines for the responsible use of explainable AI and machine learning.☆17Jan 30, 2023Updated 3 years ago
- ☆15Feb 16, 2023Updated 3 years ago
- Fit hidden Markov model to stock returns and backtest strategy with hidden volatility regime filter☆11Nov 12, 2018Updated 7 years ago
- NLP: An Application for Public Policy, PyCon Ireland 2018☆27Dec 11, 2022Updated 3 years ago
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …☆12Jul 10, 2021Updated 4 years ago
- Smart home automation brick with scripting support☆12Feb 6, 2016Updated 10 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Implementation of the rough volatility model and its calibration☆10Jul 11, 2020Updated 5 years ago
- Survey of neural network methods for derivatives pricing and risks☆14Jul 5, 2022Updated 3 years ago
- ☆17Mar 9, 2021Updated 5 years ago
- Collection of Jane Street Puzzles that I have gone back to solve☆13Mar 1, 2026Updated 2 months ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆43Apr 6, 2020Updated 6 years ago
- Pricing autocallable barrier reverse convertibles (aka snowball structure contract) using monte carlo☆14Feb 2, 2023Updated 3 years ago
- Sample code that shows how to forecast stock market volatility using a Kalman filter☆15Aug 17, 2023Updated 2 years ago
- Roadmap to Power BI -- Study Plan☆17Sep 27, 2018Updated 7 years ago
- A framework for detecting misreported returns in hedge funds.☆16Aug 25, 2019Updated 6 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- ☆11Mar 16, 2022Updated 4 years ago
- Material for a Python for Finance workshop at the University of Melbourne in 2018☆16Mar 21, 2018Updated 8 years ago
- A PyTorch implementation of the Extended Kalman Filter Q-learning algorithm presented in the paper "Deep Robust Kalman Filter"☆13Apr 9, 2018Updated 8 years ago
- A selection of business datasets☆18Jul 24, 2019Updated 6 years ago
- Python Workshops by CSE@UIUC☆10Apr 25, 2017Updated 9 years ago
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Mar 18, 2026Updated 2 months ago
- Algorithm which quotes bid and ask prices for a stock and its options continuously by defining a bid-ask spread. Further, outstanding del…☆10Jan 11, 2026Updated 4 months ago