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
  ☆26Updated 7 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 4 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
• bashtage / AFE2020
  Advanced Financial Econometrics - Trinity Term 2020
  ☆27Updated 3 years ago
• pcmichaud / notebooks
  Behavioral Economics and Finance Python Notebooks
  ☆18Updated 5 years ago
• kerkphil / Jupyter_Notebooks
  Jupyter notebooks illustrating solutions to computational macroeconomic problems
  ☆16Updated 3 years ago
• cvxgrp / kelly_code
  Code and examples for the project on risk-constrained Kelly gambling
  ☆27Updated 4 years ago
• cmimlg / YieldCurveModeling
  Yield Curve Modeling Using Dynamic Gaussian Processes
  ☆16Updated 2 years ago
• s-broda / ComputationalFinance
  Code for the MSc Finance course "Computational Finance" at U Amsterdam
  ☆24Updated 7 years ago
• econ-ark / DemARK
  Demonstrations of how to use material in the Econ-ARK
  ☆34Updated 3 months ago
• nickpoison / Stochastic-Volatility-Models
  R Code to accompany "A Note on Efficient Fitting of Stochastic Volatility Models"
  ☆13Updated 2 years ago
• chicago-joe / Python-ML-for-Financial-Applications
  Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling
  ☆17Updated 5 years ago
• vgreg / python-finance-unimelb2018
  Material for a Python for Finance workshop at the University of Melbourne in 2018
  ☆16Updated 6 years ago
• QuantEcon / dynamic_factor_models
  ☆39Updated 6 years ago
• fxing79 / ibaa
  A public available dataset for using market sentiment for financial asset allocation.
  ☆22Updated 6 years ago
• jessegrabowski / gEconpy
  A collection of tools for working with DSGE models in python, inspired by the R package gEcon
  ☆28Updated last week
• TommasoBelluzzo / HFMRD
  A framework for detecting misreported returns in hedge funds.
  ☆16Updated 5 years ago
• barunik / DistributionalForecasts.jl
  Code accompanying the Anatolyev, S. and Baruník, J., (2019). Forecasting dynamic return distributions based on ordered binary choice. Int…
  ☆7Updated 5 years ago
• amuguruza / LDP-VolOptions
  Large Deviations for volatility options
  ☆11Updated 5 years ago
• letsgoexploring / linearsolve
  Python module for solving linear dynamic models using Klein's (2000) method and creating custom simulations.
  ☆15Updated 3 weeks ago
• kokoff / deep-forecast
  Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject
  ☆13Updated 6 years ago
• mfrdixon / GP-CVA
  ☆14Updated 5 years ago
• nckwhiteley / volatility-change-points
  Dynamic time series clustering via volatility change-points
  ☆16Updated 5 years ago
• yitaohu88 / Empirical-Method-in-Finance
  Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…
  ☆38Updated 4 years ago
• AIM-IT4 / InterestRateModelsCpp
  ☆22Updated last year
• marcinbielecki / Applied_Macroeconomics
  Applied Macroeconomics, a course taught at the University of Warsaw
  ☆20Updated 4 years ago
• roederd / volatility_model_calibration_with_nn
  ☆15Updated 4 years ago
• yolsever / ML-in-equity-prediction
  My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"
  ☆48Updated 4 years ago
• QuantEcon / lecture-python-advanced.notebooks
  Notebooks that support https://python-advanced.quantecon.org
  ☆18Updated this week