Alternatives and similar repositories for Fin6470

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

• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 5 years ago
• mfrdixon / GP-CVA
  ☆14Updated 5 years ago
• broughtj / Fin5350
  Computational Financial Modeling
  ☆30Updated 4 years ago
• ssanderson / convex-optimization-for-finance
  Talk Materials for "Convex Optimization for Finance"
  ☆28Updated 2 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
• lnsongxf / Applied_Computational_Economics_and_Finance
  ECON457 2018 Applied Computational Economics and Finance
  ☆27Updated 7 years ago
• StuartGordonReid / Python-Notebooks
  IPython Notebooks from old blog posts
  ☆28Updated 8 years ago
• shabbychef / SharpeR
  R package for inference on the Sharpe ratio.
  ☆20Updated 7 months ago
• Apress / implementing-machine-learning-finance
  Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri
  ☆33Updated 4 years ago
• TommasoBelluzzo / HFMRD
  A framework for detecting misreported returns in hedge funds.
  ☆16Updated 5 years ago
• sheep-farming / Regime-Switching
  A MATLAB Realisation of Regime Switching Asset Allocation Strategy
  ☆8Updated 8 years ago
• dppalomar / highOrderPortfolios
  Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis
  ☆25Updated 2 years ago
• vsmolyakov / fin
  finance
  ☆43Updated 8 years ago
• TomAugspurger / Greene_Econometrics
  ☆16Updated 12 years ago
• chicago-joe / Python-ML-for-Financial-Applications
  Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling
  ☆19Updated 6 years ago
• pbharrin / pyconometrics
  Python Econometrics toolbox, requires NumPy
  ☆28Updated 12 years ago
• frontmark / jupyter-notebooks
  Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks
  ☆38Updated 4 years ago
• hongwai1920 / Implement-Option-Pricing-Model-using-Python
  Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…
  ☆31Updated 4 years ago
• cmimlg / YieldCurveModeling
  Yield Curve Modeling Using Dynamic Gaussian Processes
  ☆17Updated 3 years ago
• femtotrader / barchart-ondemand-client-python
  ☆14Updated 9 years ago
• aliemamalinezhad / Time-Series-and-Financial
  Time series and Financial analysis in python
  ☆16Updated 6 years ago
• JuliaQuant / Roadmap
  High-level overview of group's goals and objectives
  ☆14Updated 10 years ago
• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆53Updated 4 years ago
• AlexIoannides / pymc-stochastic-process
  Bayesian Inference and parameter estimation in quant finance.
  ☆42Updated 6 years ago
• junyanxu / Python-Heston-Option-Pricer
  ☆19Updated 8 years ago
• chicago-joe / Option-Pricing-via-Levy-Models-in-R
  using the Inverse-Transform method to speed up options pricing simulations in R
  ☆28Updated last month
• jirotubuyaki / Jdmbs
  An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies
  ☆27Updated 5 years ago
• cvxgrp / kelly_code
  Code and examples for the project on risk-constrained Kelly gambling
  ☆27Updated 4 years ago
• mfrdixon / alpha-RNN
  alpha-RNN
  ☆30Updated 5 years ago
• JuliaQuant / TradeModels.jl
  Modeling the allocation of resources to markets based on the restraints of objective functions
  ☆14Updated 9 years ago