croquelois / BlackScholesMC-TF
BlackScholes Model, with Montecarlo implmented in python with TensorFlow
☆17Updated 8 years ago
Related projects ⓘ
Alternatives and complementary repositories for BlackScholesMC-TF
- A Python library implementing Bayesian methods for solving estimation and forecasting problems in time series analysis☆20Updated 7 years ago
- IPython Notebook Servers in Docker Containers☆27Updated 9 years ago
- Bayesian Inference and parameter estimation in quant finance.☆43Updated 5 years ago
- Files for Python Talk☆24Updated 8 years ago
- L1 Trend Filtering☆19Updated 7 months ago
- The Thalesians' LaTeX library☆11Updated 9 months ago
- A Python implementation of Differential Evolution, used in the context of Portfolio Optimization.☆11Updated 10 years ago
- Code used to implement various stochastic intensity models for univariate and multivariate credit risk models.☆21Updated 11 years ago
- A Tour of Time Series Analysis☆23Updated 8 years ago
- Open Source Tools for Financial Time Series Analysis and Visualization☆69Updated 9 years ago
- Assisting repository for the published paper investigating ensemble methods in algorithmic trading.☆42Updated 6 years ago
- Sample algorithmic trading strategies☆30Updated 11 years ago
- Jupyter (IPython) notebooks for exploring mixture models☆35Updated 7 years ago
- Python and Cython scripts of machine learning, econometrics and statistical tools designed for finance.☆21Updated 6 months ago
- Machine Learning for Financial Market Prediction☆57Updated 5 years ago
- Economic models and things in Pytorch☆21Updated 6 years ago
- A library for stock market analysis and automated trading, powered by sklearn.☆41Updated 8 years ago
- ☆53Updated 11 years ago
- Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction☆30Updated 7 years ago
- Model Calibration with Neural Networks☆47Updated 6 years ago
- Python package for dynamic system estimation of time series☆40Updated 4 years ago
- An intuitive library tracking dates and timeseries in common using numpy arrays. -- https://sidorof.github.io/Thymus-timeseries/☆18Updated 8 months ago
- Implementations of the graphical lasso method to estimation of covariance matrices in finance.☆37Updated 12 years ago
- ☆18Updated 4 years ago
- RF + GBM + ARIMA/NN Hybrid ensemble for predicting 6-month returns for the 9 sector ETFs plus IYZ☆23Updated 10 years ago
- Code and examples for the project on risk-constrained Kelly gambling☆26Updated 4 years ago
- ☆10Updated 7 years ago
- CVXPY Portfolio Optimization Sample☆43Updated 7 years ago
- Code for getting implied volatility in Python☆24Updated 7 years ago