aluo417 / Financial-Engineering-ProjectsLinks
☆15Updated 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
Sorting:
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago
- A public available dataset for using market sentiment for financial asset allocation.☆23Updated 6 years ago
- My approaches to Financial Forecasting Challenge by G-Research☆44Updated 6 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆21Updated 6 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 5 years ago
- Stock price trend analysis using Fourier transform☆43Updated 6 years ago
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆73Updated 5 years ago
- Using Bidirectional Generative Adversarial Networks to estimate Value-at-Risk for Market Risk Management using TensorFlow.☆94Updated 2 years ago
- ☆14Updated 6 years ago
- Dynamic time series clustering via volatility change-points☆16Updated 6 years ago
- Machine Learning for Quantitative Finance☆24Updated 7 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆65Updated 3 years ago
- Machine Learning for Financial Market Prediction☆59Updated 6 years ago
- alpha-RNN☆30Updated 5 years ago
- Tutorials about Machine Learning and Deep Learning☆30Updated 6 years ago
- https://arxiv.org/abs/1805.01104☆116Updated 4 years ago
- Simple portfolio analysis and management.☆29Updated 3 years ago
- CVXPY Portfolio Optimization Sample☆45Updated 8 years ago
- Reinforce Your Career: Machine Learning in Finance. Extend your expertise of algorithms and tools needed to predict financial markets.☆76Updated 3 years ago
- Jupyter Notebooks Collection for Learning Time Series Models☆74Updated 5 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆46Updated 7 years ago
- Python tools to quantitatively manage financial risk☆69Updated 5 years ago
- Quantifying ESG Alpha using Scholar Big Data: An Automated Machine Learning Approach.☆76Updated 4 years ago
- Fama French model on a subset of Canadian Equity data with Python☆48Updated 6 years ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆67Updated 3 months ago
- awesome-financial-networks☆37Updated 6 years ago
- Repository for teachings on Quant Finance☆50Updated 5 years ago
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri☆33Updated 4 years ago
- Deep Learning Stock Volatility with Google Domestic Trends: https://arxiv.org/pdf/1512.04916.pdf☆94Updated 3 years ago