Alternatives and similar repositories for Fin6470:

Users that are interested in Fin6470 are comparing it to the libraries listed below

• broughtj / Fin5350
  Computational Financial Modeling
  ☆31Updated 4 years ago
• cmimlg / YieldCurveModeling
  Yield Curve Modeling Using Dynamic Gaussian Processes
  ☆16Updated 2 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 4 years ago
• lnsongxf / Applied_Computational_Economics_and_Finance
  ECON457 2018 Applied Computational Economics and Finance
  ☆26Updated 7 years ago
• sheep-farming / Regime-Switching
  A MATLAB Realisation of Regime Switching Asset Allocation Strategy
  ☆8Updated 7 years ago
• kokoff / deep-forecast
  Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject
  ☆13Updated 6 years ago
• frontmark / jupyter-notebooks
  Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks
  ☆39Updated 4 years ago
• mfrdixon / GP-CVA
  ☆14Updated 5 years ago
• evijit / Finance_Graph_Theory
  Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agents
  ☆21Updated 5 years ago
• aliemamalinezhad / Time-Series-and-Financial
  Time series and Financial analysis in python
  ☆15Updated 5 years ago
• jaungiers / Random-Portfolio-vs-Benchmark-Strategy
  Python Monte Carlo Simulation to model returns from randomly generated portfolios against a benchmark index.
  ☆23Updated 10 years ago
• QuantEcon / quantecon-notebooks-datascience-old
  ☆13Updated 5 years ago
• frechfrechfrech / Mutual-Fund-Market-Clusters
  Using kmeans clustering, hierarchical clustering, and dynamic time warp to find natural groups in mutual funds and broker dealer offices
  ☆11Updated 6 years ago
• TommasoBelluzzo / HFMRD
  A framework for detecting misreported returns in hedge funds.
  ☆16Updated 5 years ago
• chicago-joe / Option-Pricing-via-Levy-Models-in-R
  using the Inverse-Transform method to speed up options pricing simulations in R
  ☆27Updated 5 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
• phschiele / PyCLA
  A Python Package for Portfolio Optimization using the Critical Line Algorithm
  ☆25Updated last year
• Auquan / sample-strategies
  Sample trading strategies using price data and conventional indicators
  ☆16Updated 8 years ago
• anuragagrawaal / pyPortfolioAnalysis
  'Portfolio Analysis, methods for portfolio optimization'
  ☆22Updated 4 years ago
• shabbychef / SharpeR
  R package for inference on the Sharpe ratio.
  ☆19Updated last month
• StuartGordonReid / Python-Notebooks
  IPython Notebooks from old blog posts
  ☆28Updated 7 years ago
• TomAugspurger / Greene_Econometrics
  ☆16Updated 11 years ago
• kouzapo / QFiPy
  Portfolio optimization package in Python.
  ☆16Updated 4 years ago
• Apress / implementing-machine-learning-finance
  Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri
  ☆33Updated 3 years ago
• bayesiancointegration / python
  Python code for Bayesian Conditional Cointegration
  ☆17Updated 7 years ago
• jirotubuyaki / Jdmbs
  An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies
  ☆28Updated 4 years ago
• Leeps-Lab / high_frequency_trading
  oTree app for financial market experiments with high frequency trading
  ☆25Updated last year
• rossb34 / Ranking
  Functions for various methods to rank assets
  ☆17Updated 11 years ago
• cvxgrp / kelly_code
  Code and examples for the project on risk-constrained Kelly gambling
  ☆27Updated 4 years ago
• chicago-joe / Python-ML-for-Financial-Applications
  Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling
  ☆17Updated 5 years ago