beingamanforever / Monte-Carlo-SimulationLinks
The objective of this project is to develop a Monte Carlo simulation model for portfolio optimization to maximise an investor's max returns off a given investment amount vested among various assets. It required to construct and analyze portfolios composed of various asset classes (e.g., stocks, bonds, and alternative investments) to maximize exp…
☆10Updated last year
Alternatives and similar repositories for Monte-Carlo-Simulation
Users that are interested in Monte-Carlo-Simulation are comparing it to the libraries listed below
Sorting:
- A Quantitative Finance Engineering Project☆13Updated 2 years ago
- A Program to calculate the price of American put or call option with Least Square Monte Carlo☆13Updated 2 years ago
- ☆13Updated 2 years ago
- Developed at the IEEE CS SPIT Aeravat 1.0 AI Hackathon☆13Updated last year
- In this project, high dimensional noisy data collected from thousands of trucks during the course of 4 years was compressed using Artific…☆13Updated 5 years ago
- The project is a machine predictive maintenance application that uses machine learning (Random Forest) to classify whether a machine wil…☆21Updated 2 years ago
- ☆14Updated 4 years ago
- Official repository for the book Time Series Forecasting with Foundation Models☆27Updated 3 months ago
- Exponential Smoothing, SARIMA, Facebook Prophet☆12Updated 4 years ago
- Predicting stock prices using Geometric Brownian Motion and the Monte Carlo method☆41Updated 4 years ago
- Inventory Management for Retail — Deterministic Demand☆17Updated 8 months ago
- A pricing program for a whole-life insurance with annuity☆10Updated 4 years ago
- Open-source asset-liability model.☆22Updated 2 months ago
- 📝 Introduction to Monte Carlo methods in Finance Workshop Materials☆21Updated 2 years ago
- This repository contains python code to create, backtest and automate intraday-trading algorithms in financial markets using Machine Lear…☆10Updated 4 years ago
- Pricing Financial Options contracts using LightGBM, Deep Learning, and Support Vector Machines.☆15Updated 2 years ago
- Big Data Inventory Management on AWS (Demand Forecasting, Machine Learning, Dashboarding) : Presented at Carlson School of Management dur…☆10Updated 5 years ago
- This file includes the code I've written for the course Numerical Method in finance, Stochastic Calculus in Spring 2020.☆11Updated 5 years ago
- This repository consists of predicting dynamic pricing, churn predictions using sales and marketing data for understanding users' behavio…☆15Updated 4 years ago
- ☆14Updated 6 years ago
- Popular way to model the yield curve called Nelson-Siegel-Svannson algorithm.☆18Updated last year
- Application of machine/deep learning models & algorithms in the energy sector☆14Updated last year
- Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Depend…☆22Updated last year
- Links for the most relevant topics☆32Updated 5 years ago
- AlekhyaBhupati / Demand-Forecasting-Models-for-Supply-Chain-Using-Statistical-and-Machine-Learning-AlgorithmsInternship project☆55Updated 4 years ago
- Scalable Models of Probabilistic Forecasting with Fuzzy Time Series, PhD Thesis☆10Updated 3 years ago
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated 10 months ago
- Customer Personality Analysis Using Clustering☆24Updated 9 months ago
- Monte Carlo option pricing algorithms for vanilla and exotic options☆26Updated 5 years ago
- This R Shiny App utilizes the Hierarchical Equal Risk Contribution (HERC) approach, a modern portfolio optimization method developed by R…☆14Updated last year