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
  ☆10Updated 4 years ago
• econ-ark / DemARK
  Demonstrations of how to use material in the Econ-ARK
  ☆36Updated last month
• nickpoison / Stochastic-Volatility-Models
  R Code to accompany "A Note on Efficient Fitting of Stochastic Volatility Models"
  ☆13Updated 2 years ago
• lnsongxf / Applied_Computational_Economics_and_Finance
  ECON457 2018 Applied Computational Economics and Finance
  ☆27Updated 8 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 4 years ago
• pbharrin / pyconometrics
  Python Econometrics toolbox, requires NumPy
  ☆28Updated 13 years ago
• yoninazarathy / MATH7502-2020
  MATH7502 materials for the 2020 course: https://courses.smp.uq.edu.au/MATH7502/2020/
  ☆12Updated 4 years ago
• bmoretz / Computational-Finance
  Collection of projects oriented around the computational finance domain.
  ☆27Updated 6 years ago
• QuantEcon / quantecon-notebooks-datascience-old
  ☆13Updated 6 years ago
• QuantEcon / phd_workshops
  2017 QuantEcon PhD Workshops on Computational Economics
  ☆27Updated 8 years ago
• PaulSoderlind / EmpiricalFinancePhD
  Empirical Finance Course (PhD, Julia code)
  ☆37Updated 10 months ago
• TomAugspurger / Greene_Econometrics
  ☆16Updated 12 years ago
• ChadFulton / fulton_statsmodels_2017
  State Space Estimation of Time Series Models in Python: Statsmodels
  ☆44Updated 8 years ago
• mfrdixon / GP-CVA
  ☆14Updated 6 years ago
• QuantEcon / dynamic_factor_models
  ☆40Updated 6 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 5 years ago
• DaveBackus / MFAP
  Macroeconomic Foundations for Asset Prices, an undergrad course at NYU
  ☆15Updated 9 years ago
• TommasoBelluzzo / BaselTools
  A framework for estimating Basel IV capital requirements.
  ☆24Updated 6 years ago
• FRBNY-DSGE / CEF_2017_Workshop
  Code and teaching material for "Modeling with Julia -- with an Application to the New York Fed DSGE", a workshop at CEF 2017
  ☆23Updated 3 years ago
• PaulSoderlind / PaulSoderlindCode
  Paul Söderlind's finance/econ codes
  ☆18Updated 11 months ago
• NYUDataBootcamp / Materials
  Materials used in class when teaching Data Bootcamp at NYU Stern.
  ☆26Updated 7 years ago
• TommasoBelluzzo / HFMRD
  A framework for detecting misreported returns in hedge funds.
  ☆16Updated 6 years ago
• amuguruza / LDP-VolOptions
  Large Deviations for volatility options
  ☆13Updated 6 years ago
• jm4474 / Courses-TimeSeries-Undergraduate
  This course will provide a basic, yet rigorous, introduction to Time Series Econometrics. This course is intended for upper-level undergr…
  ☆18Updated 6 years ago
• JuliaQuant / TradeModels.jl
  Modeling the allocation of resources to markets based on the restraints of objective functions
  ☆14Updated 9 years ago
• mgroncki / DataScienceNotebooks
  Tutorials about Machine Learning and Deep Learning
  ☆30Updated 6 years ago
• pcmichaud / notebooks
  Behavioral Economics and Finance Python Notebooks
  ☆21Updated 6 years ago
• Apress / implementing-machine-learning-finance
  Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri
  ☆33Updated 4 years ago
• tkralphs / FinancialModels
  A collection of basic financial models and helper scripts implemented in Python (using PuLP and Pyomo modeling languages) and AMPL.
  ☆26Updated 9 years ago
• keblu / MSGARCH
  MSGARCH R Package
  ☆81Updated 2 years ago