crunchdao / competitions
☆9Updated last week
Alternatives and similar repositories for competitions:
Users that are interested in competitions are comparing it to the libraries listed below
- Monte Carlo Submission Examples☆16Updated 4 months ago
- Entropy Pooling in Python with a BSD 3-Clause license.☆36Updated 4 months ago
- ☆51Updated last year
- Compile risk with cvxpy☆13Updated this week
- Repository for the paper "BONE: a unifying framework for Bayesian online learning in non-stationary environments"☆16Updated 2 months ago
- Replication codes for Deep Learning Credit Risk Modeling by Manzo, Qiao☆21Updated 2 years ago
- ☆63Updated 2 weeks ago
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated 3 months ago
- Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.☆48Updated 2 years ago
- Implementation of the Deep xVA Solver of Gnoatto, Picarelli and Reisinger (2020) https://arxiv.org/abs/2005.02633☆16Updated 4 years ago
- Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.☆20Updated 9 months ago
- Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization☆13Updated 4 months ago
- Neural networks can detect model-free arbitrage static strategies☆15Updated last year
- Tool to support backtests☆43Updated this week
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆16Updated 9 months ago
- This repo is for my articles published on Medium.com☆16Updated last year
- ☆17Updated 2 weeks ago
- Hawkes with Latency☆19Updated 4 years ago
- ☆24Updated 2 weeks ago
- M6-Forecasting competition☆42Updated last year
- Python Code used in publications, for archival purposes only☆20Updated last year
- Democratizing Index Tracking for Small Investors in Europe: A Meta-Learning Method for Sparse Portfolio Optimization☆81Updated last year
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆13Updated last year
- Time series regime analysis in python☆13Updated 2 years ago
- Some implementations from the paper robust risk aware reinforcement learning☆35Updated 3 years ago
- Python API for the Crunchdao machine learning tournament☆9Updated last year
- Minimal implementation and experiments of "No-Transaction Band Network: A Neural Network Architecture for Efficient Deep Hedging".☆31Updated 3 years ago
- Code for reproducing results from the paper "Unified Long Horizon Time Series Benchmark"☆17Updated last year
- Portfolio optimization with cvxopt☆37Updated 3 weeks ago
- ☆46Updated last month