bhagvank / Montecarlo_QuantLinks
Monte carlo simulations in finance industry using quantum computer
☆27Updated 6 years ago
Alternatives and similar repositories for Montecarlo_Quant
Users that are interested in Montecarlo_Quant are comparing it to the libraries listed below
Sorting:
- Solve different formulations of the portfolio optimization problem.☆57Updated 5 months ago
- Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…☆144Updated 3 years ago
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri☆33Updated 4 years ago
- Collection of Python scripts for the book "An Introduction to Econophysics: Contemporary Approaches with Python Simulations"☆32Updated last year
- A Repository for all the resources to learn finance through Python☆50Updated 2 years ago
- Quantum Computing for Finance☆18Updated 10 months ago
- Set of Jupyter (iPython) notebooks (and few pdf-presentations) about things that I am interested on, like Computer Science, Statistics an…☆96Updated 4 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 3 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- A portfolio management algorithm for the 21st century.☆93Updated 5 years ago
- Python class and jupyter iPython notebook for pricing a fixed coupon bond☆25Updated 6 years ago
- Repository of Python for Finance Cookbook, published by Packt☆87Updated 4 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆22Updated 6 years ago
- Network Analysis for Financial Markets☆77Updated 8 years ago
- Jupyter Notebooks Collection for Learning Time Series Models☆75Updated 6 years ago
- Talk Materials for "Convex Optimization for Finance"☆30Updated 3 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Learn the mathematics behind machine learning and explore various mathematical concepts within machine learning.☆43Updated 2 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆33Updated 5 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆43Updated 5 years ago
- Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling☆19Updated 6 years ago
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆75Updated 5 years ago
- A blog for data analytics using data science technologies☆171Updated 5 years ago
- A project of realizing multiple numerical option pricing methods, including trees, Monte Carlo simulations, and finite difference methods…☆20Updated 7 years ago
- ☆16Updated last year
- Financial methods in Python☆46Updated 11 years ago
- Quantum Machine Learning for FinTech and Time Series Data☆22Updated 6 years ago
- Portfolio optimization with cvxopt☆40Updated 3 weeks ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 5 years ago
- Monte Carlo option pricing algorithms for vanilla and exotic options☆26Updated 5 years ago