auto-differentiation / QuantLib-Risks-PyLinks
Fast Risks with QuantLib in Python
☆15Updated last year
Alternatives and similar repositories for QuantLib-Risks-Py
Users that are interested in QuantLib-Risks-Py are comparing it to the libraries listed below
Sorting:
- Portfolio optimization with cvxopt☆41Updated 7 months ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆35Updated 2 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- ☆21Updated last month
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆57Updated last year
- Financial Portfolio Optimization Algorithms☆58Updated last year
- Risk tools for commodities trading and finance☆32Updated 2 months ago
- Portfolio Management for Everyone☆25Updated last year
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆14Updated 2 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆64Updated 4 months ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated last year
- my talk for credit suisse☆38Updated this week
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 5 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 3 years ago
- openseries is a project with tools to analyze financial timeseries of a single asset or a group of assets. It is solely made for daily or…☆28Updated last week
- This collects the scripts and notebooks required to reproduce my published work.☆48Updated this week
- Applying Differential Machine Learning to Calibrate Heston Model☆19Updated last year
- Entropy Pooling in Python with a BSD 3-Clause license.☆40Updated 10 months ago
- Development space for PhD in Finance☆33Updated 5 years ago
- Tools for investing in Python☆45Updated 3 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago
- Algorithmic multi-greek hedges using Python☆20Updated 4 years ago
- ☆12Updated last year
- Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & …☆36Updated last year
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated 11 months ago
- A Deep Learning Framework for Neural Derivative Hedging☆30Updated 3 years ago
- A Streamlit dashboard for creating relative rotation graphs using the OpenBB Platform.☆41Updated 5 months ago
- Heath–Jarrow–Morton model☆12Updated 4 years ago
- An xVA quantitative library written in python using tensorflow☆17Updated last month