auto-differentiation / QuantLib-Risks-PyLinks
Fast Risks with QuantLib in Python
☆15Updated 11 months ago
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 Management for Everyone☆23Updated last year
- Applying Differential Machine Learning to Calibrate Heston Model☆17Updated last year
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- Portfolio optimization with cvxopt☆38Updated 4 months ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆13Updated last year
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated last year
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆33Updated 2 years ago
- Algorithmic multi-greek hedges using Python☆20Updated 4 years ago
- Entropy Pooling in Python with a BSD 3-Clause license.☆40Updated 7 months ago
- Source code for Multicriteria Portfolio Construction with Python☆30Updated 4 years ago
- ☆23Updated 2 months ago
- ☆16Updated last month
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 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 this week
- An xVA quantitative library written in python using tensorflow☆18Updated last week
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated 6 months ago
- Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & …☆33Updated last year
- A Python Package for Portfolio Optimization using the Critical Line Algorithm☆27Updated last year
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆50Updated 3 years ago
- Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈☆14Updated 3 years ago
- Resources for the Machine Learning for Finance workshop at Texas State University (November 2022).☆16Updated 2 years ago
- Modifying the Shiller CAPE Ratio to adjust for changing economic conditions.☆15Updated 2 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated 8 months 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…☆63Updated 2 months ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆26Updated 4 years ago
- PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…☆42Updated 3 years ago
- Python tools to handle fast data management, mongodb access and timeseries analytics that work the same across pandas and numpy☆27Updated last week
- A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI☆19Updated last year