daniel-m-campos / convex-optimizationLinks
Homework to Stephen Boyd's Convex Optimization class (CVX101 Stanford) with python and cvxpy
☆12Updated 4 years ago
Alternatives and similar repositories for convex-optimization
Users that are interested in convex-optimization are comparing it to the libraries listed below
Sorting:
- This file includes the code I've written for the course Numerical Method in finance, Stochastic Calculus in Spring 2020.☆11Updated 5 years ago
- ☆12Updated 4 years ago
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated last year
- Selected Online Courses☆12Updated 5 years ago
- Approximate Dynamic Programming for Portfolio Selection Problem☆56Updated 2 years ago
- Syllabus and exercises for "Data Science for Finance," a course taught in the Masters of Financial Engineering program at UC Berkeley's H…☆23Updated 8 years ago
- Notebook and assignment for Coursera course: Introduction to Computational Finance and Financial Econometrics by Eric Zivot☆11Updated 7 years ago
- Implementation of inventory control policy parameters computation algorithms☆19Updated 3 years ago
- KPC-Toolbox: MATLAB toolbox to fit Markovian Arrival Processes☆10Updated 5 months ago
- Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Depend…☆21Updated last year
- Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization☆37Updated last year
- For UCLA BIOSTAT M215 (Survival Analysis) Homework☆10Updated 6 years ago
- inventory simulation modules for single-echelon supply chain☆13Updated 6 years ago
- Materials for "RL for Inventory Optimization", Day 4 of the "RL for Operations Bootcamp", Kellogg School of Management, Northwestern Univ…☆18Updated last year
- Computational Finance And Financial Econometrics - This course is an introduction to computational finance and financial econometrics - d…☆12Updated 4 years ago
- Volatility Decomposition of Asset Price Time Series☆11Updated 6 years ago
- Course materials for Introduction to Time Series, Fall 2023☆12Updated 11 months ago
- qs66 / An-Alternative-Approach-to-Forecast-the-Volatility-of-Multiscale-and-High-Dimensional-Market-DataTraditional methods for volatility forecast of multiscale and high-dimensional data like foreign-exchange and stock market volatility ha…☆11Updated 8 years ago
- Option Pricing with Machine Learning Methods☆14Updated last year
- ☆14Updated 4 years ago
- code for "Optimal Stopping via Randomized Neural Networks"☆60Updated last year
- Solutions for the exercise problems of Steven E. Shreve's Stochastic Calculus for Finance☆37Updated 6 years ago
- Deep Neural Network Framework Based on Backward Stochastic Differential Equations for Pricing and Hedging American Options in High Dimens…☆21Updated 5 years ago
- Estimators and analysis for extreme value theory (EVT)☆22Updated 4 years ago
- simulation of Heston model by Monte-Carlo method☆11Updated last year
- A small package for solving finite-horizon, finite-state stochastic dynamic programs.☆16Updated 5 years ago
- Deep Optimal Stopping Project☆15Updated 6 years ago
- Deterministic and Stochastic Dynamic Programs for optimization of Supply Chain☆19Updated 2 years ago
- Popular way to model the yield curve called Nelson-Siegel-Svannson algorithm.☆18Updated last year
- Julia and Python programs that implement some of the tools described in my book "Stochastic Methods in Asset Pricing" (SMAP), MIT Press 2…☆23Updated 4 years ago