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:
- ☆47Updated 2 years ago
- Quant Research☆93Updated 3 weeks ago
- Predictive yield curve modeling in reduced dimensionality☆45Updated 2 years ago
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆83Updated last year
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆45Updated 6 years ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 6 years ago
- Quantamental finance research with python☆153Updated 3 years ago
- SOFR curve bootstrapping☆26Updated 5 years ago
- Python Code for Quantitative Finance Papers☆44Updated last year
- ☆65Updated 2 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆31Updated 5 years ago
- Code repository for Pricing and Trading Interest Rate Derivatives☆102Updated 3 years ago
- A cursory look at the dynamics of zero coupon bond yield curves.☆15Updated 2 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆168Updated 7 years ago
- Get breakeven volatility through Delta Hedging and Gamma Hedging; Fit the volatility smile by SABR and SVI model☆18Updated 5 years ago
- A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM☆116Updated 6 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆15Updated 3 years ago
- Implements different approaches to tactical and strategic asset allocation☆43Updated 11 months ago
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆123Updated 2 years ago
- ☆32Updated 3 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆88Updated 3 years ago
- ☆24Updated 2 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆79Updated 7 years ago
- A B-Spline approach to modelling the term structure of interest rate swaps.☆11Updated 5 years ago
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆204Updated last year
- ☆84Updated last year
- This repository provides the implementation of a handful of forecasting methods in yield curve modelling.☆25Updated 4 years ago
- This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.☆54Updated 6 years ago
- Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.☆26Updated 9 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