crunchdao / competitionsLinks
☆24Updated this 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
- Democratizing Index Tracking for Small Investors in Europe: A Meta-Learning Method for Sparse Portfolio Optimization☆83Updated 2 years ago
- A Multi-agent reinforcement-learning simulator framework.☆83Updated last year
- Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.☆57Updated 3 years ago
- ☆50Updated 2 years ago
- esig python package☆50Updated last year
- notebooks used in quant club episodes☆18Updated 2 years ago
- Neat Bayesian machine learning examples☆58Updated 2 months ago
- Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…☆145Updated 3 years ago
- Replication codes for Deep Learning Credit Risk Modeling by Manzo, Qiao☆21Updated 3 years ago
- ☆70Updated 7 months ago
- A curated list of resources dedicated to Deep Hedging☆87Updated 3 years ago
- Implementation of the Deep xVA Solver of Gnoatto, Picarelli and Reisinger (2020) https://arxiv.org/abs/2005.02633☆19Updated 5 years ago
- ☆50Updated 4 months ago
- Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)☆56Updated 5 months ago
- Winner-takes-all for Multivariate Probabilistic Time Series Forecasting☆55Updated 5 months ago
- M6-Forecasting competition☆43Updated 2 years ago
- Elo ratings for global black box derivative-free optimizers☆142Updated 11 months ago
- Python CPU/GPU implementation of the Simulated Bifurcation (SB) algorithm to solve quadratic optimization problems (QUBO, Ising, TSP, opt…☆158Updated 2 weeks ago
- Random Matrix Theory library - RMT analysis and simulation in Python☆53Updated 3 months ago
- The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance☆104Updated 3 years ago
- Conformal Prediction - A Practical Guide with MAPIE☆18Updated last year
- Repository for the paper "BONE: a unifying framework for Bayesian online learning in non-stationary environments"☆23Updated 3 months ago
- tsbootstrap: generate bootstrapped time series samples in Python☆88Updated 6 months ago
- SdePy: Numerical Integration of Ito Stochastic Differential Equations☆44Updated 4 years ago
- ☆48Updated last year
- ☆55Updated 7 months ago
- Code for the paper "How to use the Sharpe ratio"☆85Updated last month
- Multi-Agent eXchange simulator developed at Oxford-Man Institute☆65Updated 5 years ago
- ☆32Updated this week