crunchdao / competitionsLinks
☆19Updated last week
Alternatives and similar repositories for competitions
Users that are interested in competitions are comparing it to the libraries listed below
Sorting:
- Monte Carlo Submission Examples☆17Updated last year
- ☆50Updated 2 years ago
- Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…☆144Updated 3 years ago
- Democratizing Index Tracking for Small Investors in Europe: A Meta-Learning Method for Sparse Portfolio Optimization☆83Updated 2 years ago
- ☆67Updated 4 months ago
- Replication codes for Deep Learning Credit Risk Modeling by Manzo, Qiao☆21Updated 3 years ago
- Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.☆54Updated 2 years ago
- Entropy Pooling in Python with a BSD 3-Clause license.☆41Updated last year
- M6-Forecasting competition☆43Updated last year
- A Multi-agent reinforcement-learning simulator framework.☆80Updated last year
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated 11 months ago
- ☆49Updated last month
- notebooks used in quant club episodes☆18Updated 2 years ago
- Tool to support backtests☆46Updated last week
- Implementation of the Deep xVA Solver of Gnoatto, Picarelli and Reisinger (2020) https://arxiv.org/abs/2005.02633☆19Updated 5 years ago
- Winner-takes-all for Multivariate Probabilistic Time Series Forecasting☆50Updated 2 months ago
- Python Code used in publications, for archival purposes only☆20Updated 2 years ago
- esig python package☆49Updated 10 months ago
- Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization☆58Updated 3 years ago
- Elo ratings for global black box derivative-free optimizers☆143Updated 8 months ago
- ☆28Updated 5 months ago
- A curated list of resources dedicated to Deep Hedging☆86Updated 2 years ago
- Hawkes with Latency☆20Updated 4 years ago
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆64Updated 6 months ago
- Multi-Agent eXchange simulator developed at Oxford-Man Institute☆64Updated 5 years ago
- ☆17Updated last year
- The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance☆104Updated 3 years ago
- Neat Bayesian machine learning examples☆58Updated this week
- Repository for the paper "BONE: a unifying framework for Bayesian online learning in non-stationary environments"☆22Updated 3 weeks ago
- TensorFlow implementation of the HARNet model for realized volatility forecasting.☆28Updated 2 years ago