Collection of projects oriented around the computational finance domain.
☆29Dec 30, 2018Updated 7 years ago
Alternatives and similar repositories for Computational-Finance
Users that are interested in Computational-Finance are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- This is a repository of scripts developed as part of the 2020 ENCMP100 Section B3 lecture taught at University of Alberta.☆10Apr 2, 2020Updated 6 years ago
- Python class and jupyter iPython notebook for pricing a fixed coupon bond☆25Jan 26, 2019Updated 7 years ago
- Implementation of primal and dual method to solve the optimal stopping problem in non-Markovian situations, see https://arxiv.org/abs/231…☆11May 20, 2026Updated 5 months ago
- ☆18Oct 25, 2023Updated 3 years ago
- Neural network framework for volatility surface approximation and calibration. Supports rough Heston/Bergomi, random grids, multi-regime …☆15Jul 7, 2026Updated 4 months ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Code base for the paper "Continuous Statistical Jump Models for Identifying Financial Regimes"☆12May 31, 2023Updated 3 years ago
- Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.☆12Sep 29, 2017Updated 9 years ago
- Implementation of the rough volatility model and its calibration☆10Jul 11, 2020Updated 6 years ago
- SOFR curve construction methods calibrated to swap rates with advanced smoothing techniques for reliable pricing and risk analytics.☆12Jul 4, 2026Updated 4 months ago
- We implement the rough Heston model☆16Jan 24, 2024Updated 2 years ago
- Some R functions☆15Mar 23, 2023Updated 3 years ago
- Accompanying code to my master thesis: "Neural Network assisted Option Pricing under Rough Volatility: An Empirical Validation".☆13Apr 14, 2022Updated 4 years ago
- 1st Place submission in the annual Citadel SoCal Data Open☆25Oct 22, 2018Updated 8 years ago
- ☆14Mar 1, 2024Updated 2 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Algorithms to track features of interest, such as images KLT☆10Feb 8, 2020Updated 6 years ago
- Finance 6470: Derivatives Markets☆10Apr 15, 2021Updated 5 years ago
- Website for DS-GA 1003: Machine Learning and Computational Statistics☆15Apr 4, 2017Updated 9 years ago
- ☆19May 25, 2025Updated last year
- ☆12Oct 27, 2017Updated 9 years ago
- Price options analytically given stock price characteristic function☆17Nov 4, 2015Updated 11 years ago
- We implement RSQE and HQE simulation schemes from the paper Efficient simulation of affine forward volatility models.☆20Jun 10, 2022Updated 4 years ago
- Restores VP9 cutscenes in UE5 games running under CrossOver on Apple Silicon☆29Oct 16, 2026Updated 3 weeks ago
- 致力于多因子，AI策略，可盈利模型的研究☆12Apr 14, 2023Updated 3 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- CLI bond calculator that computes bond YTM, price, duration, and convexity.☆30Feb 17, 2022Updated 4 years ago
- Bayesian inference for a logistic regression model in various languages☆43Jul 12, 2023Updated 3 years ago
- Functions and workflows to run financial stress tests on climate change related risk types☆27Jun 3, 2024Updated 2 years ago
- Operator Deep Smoothing☆18May 22, 2026Updated 5 months ago
- ☆15Jul 9, 2018Updated 8 years ago
- Full Python implementation of the Heston pricing algorithm developed in the article by Leif Anderson and Mark Lake in their article Robus…☆22Jun 28, 2020Updated 6 years ago
- This File provides a framework for valuation of equities. It includes financial statements, calculation of key ratios, WACC, Bond list, C…☆20Sep 26, 2019Updated 7 years ago
- Quantitative Finance Training☆35Jul 12, 2017Updated 9 years ago
- ☆10Jun 18, 2026Updated 4 months ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- ☆16Jul 17, 2020Updated 6 years ago
- ☆24Jun 20, 2023Updated 3 years ago
- https://mth229.github.io☆13Updated this week
- Fitting Volatility using SSVI with quotient phi, but by slice fitting fashion☆19May 13, 2024Updated 2 years ago
- vix.py is a python script that calculates the CBOE Volatility Index (VIX) according to the method described in the CBOE VIX White Paper.☆26Mar 30, 2023Updated 3 years ago
- Predicting NFL games using Machine Learning☆18Jan 12, 2019Updated 7 years ago
- ☆10Oct 5, 2022Updated 4 years ago