bmoretz / Computational-FinanceLinks
Collection of projects oriented around the computational finance domain.
☆26Updated 6 years ago
Alternatives and similar repositories for Computational-Finance
Users that are interested in Computational-Finance are comparing it to the libraries listed below
Sorting:
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri☆33Updated 4 years ago
- Sample trading strategies using price data and conventional indicators☆16Updated 8 years ago
- A collection of basic financial models and helper scripts implemented in Python (using PuLP and Pyomo modeling languages) and AMPL.☆26Updated 9 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- Python codes and Jupyter Notebooks for the Dow Jones DNA NLP applied research paper.☆16Updated 6 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- ☆30Updated 4 years ago
- Links for the most relevant topics☆30Updated 5 years ago
- Computational Finance: option-pricing and risk-management models; Final Project: Pricing a Multi-Asset American Put Option by a Finite El…☆10Updated 7 years ago
- Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject☆13Updated 7 years ago
- Financial modeling in R☆24Updated 4 years ago
- Python Econometrics toolbox, requires NumPy☆28Updated 12 years ago
- NYU Math-GA 2048: Scientific Computing in Finance☆107Updated 5 years ago
- ☆14Updated 6 years ago
- A Python library for generating analytic tests for credit portfolio loss distributions☆32Updated 7 months ago
- This project tries to replicate hedge funds returns.☆25Updated 6 years ago
- Finance 6470: Derivatives Markets☆10Updated 4 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆21Updated 5 years ago
- Python class and jupyter iPython notebook for pricing a fixed coupon bond☆24Updated 6 years ago
- Behavioral Economics and Finance Python Notebooks☆20Updated 6 years ago
- Portfolio optimization package in Python.☆16Updated 5 years ago
- awesome-financial-networks☆35Updated 6 years ago
- 📝 Introduction to Monte Carlo methods in Finance Workshop Materials☆20Updated 2 years ago
- Time series and Financial analysis in python☆16Updated 6 years ago
- A framework for estimating Basel IV capital requirements.☆23Updated 5 years ago
- Code used to implement various stochastic intensity models for univariate and multivariate credit risk models.☆21Updated 11 years ago
- Julia and Python programs that implement some of the tools described in my book "Stochastic Methods in Asset Pricing" (SMAP), MIT Press 2…☆23Updated 4 years ago
- Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…☆144Updated 2 years ago
- Financial Engineering and Risk Management Course, 2013☆40Updated 9 years ago