compatibl / practical-machine-learningLinks
Examples and code for the Practical Machine Learning workshop series
☆23Updated 4 years ago
Alternatives and similar repositories for practical-machine-learning
Users that are interested in practical-machine-learning are comparing it to the libraries listed below
Sorting:
- Quant Invest Lab is a project aimed to provide a set of basic tools for quantitative experiments. By quantitative experiment I mean tryin…☆30Updated 2 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated 2 years ago
- Source code for Multicriteria Portfolio Construction with Python☆31Updated 4 years ago
- Implementation of the Longstaff-Schwartz (American Monte Carlo) algorithm for pricing options and other derivatives with early-exercise f…☆24Updated 5 years ago
- An xVA quantitative library written in python using tensorflow☆17Updated last month
- Python class and jupyter iPython notebook for pricing a fixed coupon bond☆25Updated 7 years ago
- Portfolio optimization with cvxopt☆40Updated last month
- ☆80Updated 4 years ago
- Semi-automatic analysis of a financial series using Python.☆13Updated 4 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆35Updated 2 years ago
- ☆25Updated 2 months ago
- ☆65Updated 2 years ago
- Fama French model on a subset of Canadian Equity data with Python☆49Updated 6 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆63Updated 6 years ago
- Algorithmic multi-greek hedges using Python☆21Updated 5 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆47Updated 8 years ago
- Implementations of Leading Algorithms in Quantitative Finance☆67Updated 8 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆66Updated 3 years ago
- Construction of local volatility surface by using SABR☆30Updated 8 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆15Updated 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
- Applying Differential Machine Learning to Calibrate Heston Model☆22Updated 2 years ago
- Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes☆52Updated 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…☆31Updated 5 years ago
- Entropy Pooling in Python with a BSD 3-Clause license.☆41Updated 2 weeks ago
- Risk tools for commodities trading and finance☆37Updated last month
- Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…☆174Updated last year
- Capital Asset Pricing Model implementation in python to analyze stock risk and return.☆26Updated 4 years ago
- ☆41Updated 4 years ago