BlackScholes Model, with Montecarlo implmented in python with TensorFlow
☆18Jan 5, 2016Updated 10 years ago
Alternatives and similar repositories for BlackScholesMC-TF
Users that are interested in BlackScholesMC-TF are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A rewritten version of C++ Design Patterns and Derivatives Pricing coded in Python☆10Sep 16, 2019Updated 6 years ago
- Notebooks that support https://python-advanced.quantecon.org☆20Apr 10, 2026Updated last month
- This paper studies how a machine learning algorithm can generate tactical allocation which outperforms returns for a pre-defined benchmar…☆16Dec 3, 2020Updated 5 years ago
- Resources for Quantitative Finance☆18Apr 14, 2023Updated 3 years ago
- ☆14Jan 22, 2022Updated 4 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- deploy all international airports ✈️✈️✈️☆12Dec 22, 2016Updated 9 years ago
- Paul Söderlind's finance/econ codes☆20Oct 25, 2024Updated last year
- Repo for scraping option data required for the Black Scholes model. Data is scraped from S&P500 companies☆20Jul 7, 2022Updated 3 years ago
- Quantlib implementation in pure Julia☆29Dec 28, 2024Updated last year
- An MCMC algorithm for sampling continuous probability distributions in parallel☆20Feb 24, 2015Updated 11 years ago
- Modelling the implicit volatility, using multi-factor statistical models.☆22Apr 22, 2025Updated last year
- Python library for solving Stochastic Ordinary Differential Equations (SODEs)☆17Sep 4, 2012Updated 13 years ago
- Replication of key GARCH model papers☆37Mar 10, 2016Updated 10 years ago
- Quantitative finance research notebooks☆27Jan 24, 2020Updated 6 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Bayesian Inference with Markov Chain Monte Carlo in Clojure☆16Mar 12, 2014Updated 12 years ago
- Markov Chain Monte Carlo Visualization Tools☆30Apr 12, 2026Updated 3 weeks ago
- PD calibration techniques for LDP portfolios☆10May 29, 2016Updated 9 years ago
- Machine learning methods for identifing investment factors☆19Nov 9, 2021Updated 4 years ago
- C++ template edition of the (standard) kalman filter☆10Aug 26, 2012Updated 13 years ago
- ☆10Feb 7, 2018Updated 8 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆66Jan 5, 2020Updated 6 years ago
- Analyze stock data by python science tools and machine learning.☆50Jul 8, 2018Updated 7 years ago
- Implementation of an LLM prompting pipeline combined with wrappers for auto-decomposing reasoning steps and for search through the reason…☆16May 7, 2024Updated 2 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- ☆31Mar 22, 2022Updated 4 years ago
- Routines for Bayesian Model Averaging.☆35Jul 16, 2015Updated 10 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆134Sep 13, 2022Updated 3 years ago
- A project that uses Reinforcement Learning (Q-Learning) to trade stock.☆10Apr 23, 2017Updated 9 years ago
- Docker image to install ib-controller AUR package☆12Dec 19, 2016Updated 9 years ago
- ☆12Jan 9, 2019Updated 7 years ago
- Crino: a neural-network library based on Theano☆12Mar 8, 2016Updated 10 years ago
- 期货交易系统开发基于vnpy+easyquant项目☆15Aug 16, 2016Updated 9 years ago
- 对逻辑回归各种用法的总结,包括线性,多类,并行,分布式,在线,优化方案☆15Jul 14, 2017Updated 8 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Sentiment Analysis and Trend Monitoring to Predict Cryptocurrency Market Movements☆15Nov 14, 2018Updated 7 years ago
- ☆15Jul 24, 2017Updated 8 years ago
- DeepLearning in Natural Language Processing including Language Model, Part of Sentence, Chinese Segmentation,Named Entity Recognition and…☆17Dec 8, 2022Updated 3 years ago
- Development space for PhD in Finance☆34Mar 28, 2020Updated 6 years ago
- Some experimental scripts for running IQFeed on Debian GNU/Linux☆16Feb 16, 2014Updated 12 years ago
- Dragons is an undetectable reverse TCP shell impelemntation based on websockets, but with a user-friendly web interface with support for …☆11Jan 3, 2023Updated 3 years ago
- Demonstrations of how to use material in the Econ-ARK☆38May 1, 2026Updated last week