croquelois / BlackScholesMC-TFLinks
BlackScholes Model, with Montecarlo implmented in python with TensorFlow
☆17Updated 9 years ago
Alternatives and similar repositories for BlackScholesMC-TF
Users that are interested in BlackScholesMC-TF are comparing it to the libraries listed below
Sorting:
- Files for Python Talk☆24Updated 9 years ago
- Bayesian Inference and parameter estimation in quant finance.☆43Updated 6 years ago
- L1 Trend Filtering☆19Updated last year
- A Python library implementing Bayesian methods for solving estimation and forecasting problems in time series analysis☆21Updated 8 years ago
- Generate stochastic processes using Python. Unfortunately not maintained any longer =(☆111Updated 10 years ago
- Open Source Tools for Financial Time Series Analysis and Visualization☆69Updated 10 years ago
- IPython Notebook Servers in Docker Containers☆26Updated 10 years ago
- Talk Materials for "Convex Optimization for Finance"☆30Updated 2 years ago
- Code used to implement various stochastic intensity models for univariate and multivariate credit risk models.☆21Updated 12 years ago
- Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.☆75Updated 7 years ago
- Financial Time Series Price forecast using Keras for Tensorflow. RNN LSTM☆48Updated 8 years ago
- bayesian bootstrapping in python☆123Updated 3 years ago
- Implementations of the graphical lasso method to estimation of covariance matrices in finance.☆36Updated 13 years ago
- Code and examples for the project on risk-constrained Kelly gambling☆28Updated 5 years ago
- Python Monte Carlo Simulation to model returns from randomly generated portfolios against a benchmark index.☆23Updated 10 years ago
- Python package for dynamic system estimation of time series☆40Updated 5 years ago
- Transforms univariate data into normally distributed data☆77Updated 3 years ago
- Introduction to TensorFlow. Basic operators, linear and logistic regression and Tensorboard☆22Updated 8 years ago
- ☆25Updated 10 years ago
- ☆18Updated 5 years ago
- Currency Portfolio Optimization - IPython notebook and data☆26Updated 9 years ago
- Economic models and things in Pytorch☆21Updated 7 years ago
- Implementation of Hidden Markov Models in pymc3☆62Updated 8 years ago
- IPython Notebooks from old blog posts☆28Updated 8 years ago
- Machine Learning for Financial Market Prediction☆59Updated 6 years ago
- Implementation of Nadaraya-Watson kernel regression with automatic bandwidth selection compatible with sklearn.☆81Updated 9 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆47Updated 9 years ago
- Model Calibration with Neural Networks☆48Updated 7 years ago
- CVXPY Portfolio Optimization Sample☆45Updated 8 years ago
- Hawkes Process Estimation☆52Updated 11 years ago