aluo417 / Financial-Engineering-Projects
☆14Updated 6 years ago
Related projects: ⓘ
- ☆15Updated 6 years ago
- ☆16Updated 7 years ago
- My replication of financial papers.☆17Updated 6 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☆22Updated 6 years ago
- Class materials of Credit Risk Management taught by prof. Ed Hayes☆11Updated 6 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆41Updated 4 years ago
- Development space for PhD in Finance☆33Updated 4 years ago
- Repository for teachings on Quant Finance☆47Updated 4 years ago
- CVXPY Portfolio Optimization Sample☆42Updated 7 years ago
- Dynamic time series clustering via volatility change-points☆16Updated 5 years ago
- Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning☆33Updated 4 years ago
- Algorithmic Trading Challenge implemented as part of the term project for Foundations of Machine Learning at NYU Courant in Fall 2016 (ht…☆26Updated 2 years ago
- ☆30Updated this week
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆26Updated 4 years ago
- Numerical methods (e.g., binomial trees, Monte Carlo, and finite different methods) for option pricing☆18Updated 6 years ago
- Credit Value Adjustment (CVA) calculation for interest rate swaps using a risk neutral Libor Market Model (LMM) calibrated to european sw…☆14Updated 5 years ago
- Reinforce Your Career: Machine Learning in Finance. Extend your expertise of algorithms and tools needed to predict financial markets.☆67Updated 2 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆20Updated last year
- By means of stochastic volatility models☆41Updated 4 years ago
- ☆12Updated this week
- ☆33Updated this week
- everything quantitative finance related☆17Updated 3 years ago
- Dynamic portfolio optimization☆15Updated 8 months ago
- analyze financial data using python: numpy, pandas, etc.☆20Updated 6 years ago
- Portfolio optimization with cvxopt☆14Updated last year
- Options Pricing using Finite Difference Methods☆14Updated 7 years ago
- alpha-RNN☆27Updated 4 years ago
- Tutorials about Machine Learning and Deep Learning☆29Updated 5 years ago
- Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes☆43Updated 4 years ago