Predicting stock prices using Geometric Brownian Motion and the Monte Carlo method
☆45Mar 4, 2021Updated 5 years ago
Alternatives and similar repositories for stochastic-asset-pricing-in-continuous-time
Users that are interested in stochastic-asset-pricing-in-continuous-time are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Implementation of option pricing models using Numba that performs better. This entire project has utilized as little libraries as possibl…☆20Sep 15, 2022Updated 3 years ago
- Economic scenario generator for python: simulate stocks, interest rates, and other stochastic processes.☆150Jul 6, 2023Updated 3 years ago
- Financial Models using vba script and Python☆35Apr 13, 2021Updated 5 years ago
- Shiny app for IFRS provisioning and estimated loss report☆10Jun 10, 2021Updated 5 years ago
- Export 15 years P&L and BS data from moneycontrol. Correlation analysis of various heads. Mean & Std. Graphs of YoY changes and projectin…☆32Apr 18, 2020Updated 6 years 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.
- This repository deals with the Monte Carlo Simulation in the financial markets. For more information on Monte Carlo visit here: http://ww…☆19Oct 22, 2016Updated 9 years ago
- Basic DCF model to quickly value public companies.☆33Feb 16, 2022Updated 4 years ago
- A PyTorch implimentation of a conditional Dynamical Variational Autoencoder for remaining useful life estimation☆13Sep 20, 2023Updated 2 years ago
- Pricing and Analysis of Financial Derivative by Credit Suisse using Monte Carlo, Geometric Brownian Motion, Heston Model, CIR model, est…☆30Aug 12, 2024Updated 2 years ago
- This is a Python implementation of the Heston model for option pricing using Monte Carlo simulation. The code takes in parameters and gen…☆19Mar 7, 2023Updated 3 years ago
- Contains data and documentation for paper: "Valuing Private Equity Investments Strip by Strip" with Arpit Gupta and Stijn Van Nieuwerburg…☆23Jul 19, 2021Updated 5 years ago
- Codes for the paper 'Clustering Approaches for Global Minimum Variance Portfolio'☆22Jul 13, 2022Updated 4 years ago
- A package for performing time series classification in Weka.☆10Aug 16, 2023Updated 2 years ago
- ☆11Mar 16, 2022Updated 4 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.
- Bayesian Deep Learning for Remaining Useful Life Estimation of Machine Tool Components☆16Apr 26, 2022Updated 4 years ago
- Implementation of the Bayesian Online Change-point Detector of Ryan Prescott Adams and David McKay.☆15Aug 16, 2021Updated 4 years ago
- Notebooks illustrating how to use the sxs python package☆12Aug 8, 2024Updated 2 years ago
- Monte Carlo option pricing algorithms for vanilla and exotic options☆26Jul 18, 2020Updated 6 years ago
- How to automate feature generation process for large scale time series data using two python libraries tsfresh and Dask☆13Jan 30, 2021Updated 5 years ago
- Volatility Decomposition of Asset Price Time Series☆11May 5, 2019Updated 7 years ago
- ALGORITHM TRADING AND STOCK PREDICTION USING MACHINE LEARNING☆14Oct 23, 2018Updated 7 years ago
- Markowitzify will implement a variety of portfolio and stock/cryptocurrency analysis methods to optimize portfolios or trading strategies…☆38Feb 26, 2026Updated 5 months ago
- Example Mathematica notebooks☆17Jul 24, 2023Updated 3 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- This Python script provides two main functionalities: stock and economic indicators analysis. It utilizes the Yahoo Finance to fetch hist…☆19Aug 21, 2023Updated 2 years ago
- Popular way to model the yield curve called Nelson-Siegel-Svannson algorithm.☆18Mar 24, 2024Updated 2 years ago
- ☆18Oct 31, 2020Updated 5 years ago
- Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)☆17Mar 20, 2023Updated 3 years ago
- M6-Forecasting competition☆44Jan 21, 2024Updated 2 years ago
- 📉📈Bitcoin orderbook data collection and analysis. Just some fun data science stuff☆16Mar 23, 2026Updated 4 months ago
- A Hybrid Method of Exponential Smoothing and Recurrent Neural Networks for Multivariate Time Series Forecasting☆13Oct 25, 2022Updated 3 years ago
- ☆11Oct 6, 2020Updated 5 years ago
- remaining useful life, residual useful life, remaining life estimation, survival analysis, degradation models, run-to-failure models, con…☆26Apr 6, 2021Updated 5 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Time-Series Momentum Strategies☆12Jul 20, 2018Updated 8 years ago
- MIDS Capstone Project, Duke University, 2021☆10Apr 28, 2021Updated 5 years ago
- A streamlined take on the original Cox, Ross and Rubinstein method.☆15Mar 20, 2017Updated 9 years ago
- ☆14May 5, 2023Updated 3 years ago
- ☆18Nov 27, 2020Updated 5 years ago
- XIRR (using Python) to calculate return on investments done at different time periods which need not be periodic.☆15Oct 3, 2020Updated 5 years ago
- ☆15Jan 19, 2020Updated 6 years ago