cantaro86 / python-machine-learning-book-2nd-editionLinks
The "Python Machine Learning (2nd edition)" book code repository and info resource
☆14Updated 6 years ago
Alternatives and similar repositories for python-machine-learning-book-2nd-edition
Users that are interested in python-machine-learning-book-2nd-edition are comparing it to the libraries listed below
Sorting:
- Quant Research☆90Updated last month
- ☆46Updated last year
- Predictive yield curve modeling in reduced dimensionality☆44Updated 2 years ago
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆83Updated last year
- Python Code for Quantitative Finance Papers☆40Updated last year
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 6 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆30Updated 5 years ago
- ☆65Updated 2 years ago
- Quantamental finance research with python☆153Updated 3 years ago
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆44Updated 6 years ago
- SOFR curve bootstrapping☆26Updated 5 years ago
- Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio retur…☆30Updated 4 years ago
- A cursory look at the dynamics of zero coupon bond yield curves.☆15Updated 2 years ago
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆149Updated last year
- A Python implementation of the Longstaff-Schwartz linear regression algorithm for the evaluation of call rights an American options.☆43Updated last year
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆15Updated 3 years ago
- Macrosynergy Quant Research☆155Updated this week
- A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM☆113Updated 6 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆85Updated 3 years ago
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆34Updated last year
- This repository provides the implementation of a handful of forecasting methods in yield curve modelling.☆25Updated 4 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆165Updated 6 years ago
- ☆31Updated 2 years ago
- ☆82Updated 10 months ago
- Implements different approaches to tactical and strategic asset allocation☆39Updated 9 months ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆201Updated 10 months ago
- Estimating Option-Implied Probability Distributions for Equity Pricing☆11Updated 5 years ago
- This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.☆51Updated 6 years ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆91Updated 4 years ago