☆15Aug 3, 2021Updated 4 years ago
Alternatives and similar repositories for Computational-Finance
Users that are interested in Computational-Finance are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Application to finance☆36Sep 24, 2024Updated last year
- My personal work on the numerical projects of a book called "A First Course in Stochastic Calculus".☆16Apr 29, 2022Updated 3 years ago
- Profit-driven demand forecasting with gradient boosted trees☆10Mar 28, 2023Updated 3 years ago
- Portfolio Construction using Stratified Models☆12Mar 25, 2021Updated 5 years ago
- Code for "Automatic repair of convex optimization problems".☆14Feb 4, 2020Updated 6 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- A repository to explore the concepts of applied econometrics in the context of financial time-series.☆41Feb 10, 2020Updated 6 years ago
- Custom Loss Functions and Evaluation Metrics for XGBoost and LightGBM☆39Jul 22, 2025Updated 8 months ago
- ☆40Jan 9, 2026Updated 3 months ago
- This repository provides a Python Notebook and resources for calibrating the parameters of the Heston model using observed Call Option pr…☆12Sep 17, 2024Updated last year
- Monte Carlo simulation to option pricing in CUDA☆11Apr 29, 2017Updated 8 years ago
- A small package for solving finite-horizon, finite-state stochastic dynamic programs☆15Apr 13, 2020Updated 5 years ago
- Popular way to model the yield curve called Nelson-Siegel-Svannson algorithm.☆17Mar 24, 2024Updated 2 years ago
- Single and Multi Factor Libor Market Model with Monte Carlo simulations to price a swaption receiver and a zcb option☆12Apr 18, 2020Updated 5 years ago
- AI enhanced automation tool for financial modelling and market analysis.☆12Sep 10, 2019Updated 6 years ago
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- ☆18Oct 31, 2020Updated 5 years ago
- Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis☆27Nov 29, 2022Updated 3 years ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆17Dec 26, 2022Updated 3 years ago
- Implement different variants of gradient descent in python using numpy☆11Apr 23, 2019Updated 6 years ago
- ☆16Aug 19, 2019Updated 6 years ago
- Python interface for Monte Carlo simulation programs☆30Jan 16, 2022Updated 4 years ago
- An adapted PyTorch implementation of a Deep Recurrent Survival Analysis model.☆21Apr 12, 2023Updated 3 years ago
- Codes for the concepts related to quantitative finance☆62Mar 29, 2026Updated 2 weeks ago
- An xVA quantitative library written in python using tensorflow☆18Mar 27, 2026Updated 2 weeks ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- VaR (Value-at-Risk) Calculator: An elegant tool designed to compute Value-at-Risk using three robust methods - Parametric, Historical, an…☆14Mar 7, 2025Updated last year
- In this notebook, we will create an AI and time serie driven forecasting engine based on a set of 5 AI models and 5 time series models an…☆14Jun 12, 2021Updated 4 years ago
- ☆18Nov 27, 2020Updated 5 years ago
- ☆32Updated this week
- Financial Models using vba script and Python☆32Apr 13, 2021Updated 4 years ago
- Continuous Time Markov Chains☆11Updated this week
- Small project for rebalancing an investment portfolio by allocating funds to realize specified targets☆24Jun 21, 2022Updated 3 years ago
- Equities Pair Trading/Statistical Arbitrage and Multi-Variable Index Regression☆24Nov 1, 2023Updated 2 years ago
- A development version of the numerically exact variant of MIP solver SCIP☆12Mar 22, 2023Updated 3 years ago
- DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- In this article, you will learn how to set up a real-time data processing and analytics environment using Docker, MySQL, Redpanda, MinIO,…☆11Jun 27, 2023Updated 2 years ago
- A python library for generating macro-economic scenarios☆10Dec 17, 2024Updated last year
- Overlapping-generations macroeconomic model for evaluating fiscal policy in the United States☆27Apr 4, 2026Updated last week
- Source code for Hierarchical Probabilistic Forecasting of Electricity Demand with Smart Meter Data by Ben Taieb, Souhaib, Taylor, James, …☆10Sep 4, 2019Updated 6 years ago
- FIX-FastTrade is a high-performance electronic trading system that leverages the Financial Information eXchange (FIX) protocol for fast a…☆20Jul 29, 2025Updated 8 months ago
- My configuration files, loosely inspired by @sontek☆37Mar 16, 2026Updated 3 weeks ago
- Stock option Strategies calculator☆16Dec 29, 2025Updated 3 months ago