cchuang2009 / PySDELinks
☆16Updated 8 years ago
Alternatives and similar repositories for PySDE
Users that are interested in PySDE are comparing it to the libraries listed below
Sorting:
- SdePy: Numerical Integration of Ito Stochastic Differential Equations☆44Updated 4 years ago
- Monte Carlo Submission Examples☆17Updated last year
- An extension library for NumPy that implements common array operations not present in NumPy☆45Updated 2 years ago
- Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…☆145Updated 3 years ago
- my talk for credit suisse☆41Updated last week
- Democratizing Index Tracking for Small Investors in Europe: A Meta-Learning Method for Sparse Portfolio Optimization☆83Updated 2 years ago
- Bayesian Inference and parameter estimation in quant finance.☆43Updated 6 years ago
- Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.☆76Updated 8 years ago
- This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…☆30Updated 3 years ago
- A Python Package for Portfolio Optimization using the Critical Line Algorithm☆26Updated 2 years ago
- Detection of favorable moments in time series data☆35Updated 5 months ago
- Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)☆56Updated 6 months ago
- Python package to discover stochastic differential equations from time series data☆99Updated last year
- Exact methods for simulating fractional Brownian motion and fractional Gaussian noise in python☆101Updated 4 years ago
- Mueen-Keogh Algorithm for finding timeseries motifs☆21Updated 4 years ago
- A package for Shrinkage Estimation of Covariance Matrices☆31Updated last year
- esig python package☆50Updated last year
- Deep Learning methods to solve path-dependent PDEs / to price path-dependent derivatives like exotic options☆36Updated 3 years ago
- Iterated integral signature calculations☆114Updated 2 weeks ago
- Implementation of transfer learning based with autoencoder architecture☆17Updated 5 years ago
- Examples and demos showing how to call functions from the nAG Library for Python☆68Updated last year
- Julia package for the book "Applied Quantitative Finance for Equity Derivatives"☆47Updated 7 months ago
- Code and examples for the project on risk-constrained Kelly gambling☆28Updated 5 years ago
- Python implementation of fractional brownian motion☆64Updated 5 years ago
- Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Depend…☆22Updated last year
- a python 3 library based on deap providing abstraction layers for symbolic regression problems.☆94Updated 4 years ago
- An Open-Source Implementation of the Critical-Line Algorithm for Portfolio Optimization☆36Updated 3 years ago
- tsbootstrap: generate bootstrapped time series samples in Python☆87Updated 7 months ago
- Complement the article 'Differential Machine Learning' (Huge & Savine, 2020), including mathematical proofs and important implementation …☆28Updated 3 years ago
- The Economic Simulation Library provides an extensive collection of tools to develop, test, analyse and calibrate economic and financial…☆76Updated 4 months ago