Alternatives and similar repositories for Fin5350:

Users that are interested in Fin5350 are comparing it to the libraries listed below

• broughtj / Fin6470
  Finance 6470: Derivatives Markets
  ☆11Updated 3 years ago
• lnsongxf / Applied_Computational_Economics_and_Finance
  ECON457 2018 Applied Computational Economics and Finance
  ☆27Updated 7 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 4 years ago
• bashtage / AFE2020
  Advanced Financial Econometrics - Trinity Term 2020
  ☆28Updated 4 years ago
• econ-ark / DemARK
  Demonstrations of how to use material in the Econ-ARK
  ☆33Updated this week
• kokoff / deep-forecast
  Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject
  ☆13Updated 6 years ago
• roederd / volatility_model_calibration_with_nn
  ☆15Updated 4 years ago
• YalDan / JumpDetectR
  Scalable implementation of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy hig…
  ☆14Updated 3 years ago
• cmimlg / YieldCurveModeling
  Yield Curve Modeling Using Dynamic Gaussian Processes
  ☆16Updated 2 years ago
• Apress / implementing-machine-learning-finance
  Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri
  ☆32Updated 3 years ago
• algoquant / lecture_slides
  NYU Tandon lecture slides
  ☆31Updated last week
• BessieChen / R-in-Finance
  This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), …
  ☆48Updated 6 years ago
• DaveBackus / MFAP
  Macroeconomic Foundations for Asset Prices, an undergrad course at NYU
  ☆15Updated 9 years ago
• AIM-IT4 / InterestRateModelsCpp
  ☆22Updated last year
• chicago-joe / Option-Pricing-via-Levy-Models-in-R
  using the Inverse-Transform method to speed up options pricing simulations in R
  ☆26Updated 5 years ago
• sheep-farming / Regime-Switching
  A MATLAB Realisation of Regime Switching Asset Allocation Strategy
  ☆8Updated 7 years ago
• jirotubuyaki / Jdmbs
  An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies
  ☆27Updated 4 years ago
• luphord / yield_curve_dynamics
  A cursory look at the dynamics of zero coupon bond yield curves.
  ☆11Updated 2 years ago
• mfrdixon / G-Learning-Wealth-Management
  ☆21Updated 3 years ago
• pcmichaud / notebooks
  Behavioral Economics and Finance Python Notebooks
  ☆19Updated 5 years ago
• vgreg / python-finance-unimelb2018
  Material for a Python for Finance workshop at the University of Melbourne in 2018
  ☆16Updated 7 years ago
• yolsever / ML-in-equity-prediction
  My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"
  ☆49Updated 4 years ago
• jessegrabowski / gEconpy
  A collection of tools for working with DSGE models in python, inspired by the R package gEcon
  ☆29Updated this week
• cvxgrp / kelly_code
  Code and examples for the project on risk-constrained Kelly gambling
  ☆26Updated 4 years ago
• asaficontact / FX_forecasting_model
  Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"
  ☆30Updated 2 years ago
• nburgessx / OxfordMBA
  Financial Strategy Resources
  ☆15Updated 2 years ago
• AndrewLyasoff / SMAP
  Julia and Python programs that implement some of the tools described in my book "Stochastic Methods in Asset Pricing" (SMAP), MIT Press 2…
  ☆23Updated 3 years ago
• qlero / vix_index_modelization
  Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.
  ☆21Updated 5 years ago
• ymlai87416 / ComputationalFinance_notebook
  Notebook and assignment for Coursera course: Introduction to Computational Finance and Financial Econometrics by Eric Zivot
  ☆11Updated 6 years ago
• s-broda / ComputationalFinance
  Code for the MSc Finance course "Computational Finance" at U Amsterdam
  ☆23Updated 7 years ago