danielalfonsetti / retirement
A repository for retirement and wealth management simulations.
☆12Updated last year
Related projects: ⓘ
- A pricing program for a whole-life insurance with annuity☆10Updated 3 years ago
- Predicting option prices using Black-Scholes model and deep learning networks☆9Updated 4 years ago
- Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject☆13Updated 6 years ago
- This is a sentiment trading strategy, written in Python, and applying NLP on 10-K's from the SEC EDGAR database.☆9Updated 2 years ago
- Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agents☆20Updated 5 years ago
- Portfolio optimization with cvxopt☆14Updated last year
- Script to fit the Heston-Nandi GARCH(1,1) model. Includes MLE of parameters, future path simulation, Monte Carlo simulation for option pr…☆10Updated 3 years ago
- EcoFin is a quantitative economic library☆13Updated 3 years ago
- Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Depend…☆18Updated 6 months ago
- Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.☆9Updated 6 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆17Updated 2 years ago
- Tools for optimizing your wealth!☆10Updated 2 years ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆10Updated 4 years ago
- Companion to publication "Understanding Jumps in High Frequency Digital Asset Markets". Contains scalable implementations of Lee / Myklan…☆16Updated 4 months ago
- First open-source asset-liability model.☆14Updated 5 months ago
- 📝 Introduction to Monte Carlo methods in Finance Workshop Materials☆15Updated last year
- A Program to calculate the price of American put or call option with Least Square Monte Carlo☆12Updated last year
- ICDSS Machine Learning Workshop Series: Machine Learning APIs☆10Updated 6 years ago
- Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"☆26Updated last year
- Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.☆19Updated 4 months ago
- Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling☆16Updated 5 years ago
- Value and Momentum Using Machine Learning☆11Updated 3 years ago
- Statistical model on NBA basketball players' performance using multiple linear regression and stepwise search.☆9Updated 5 years ago
- Alpha model skeletons & examples☆11Updated 10 months ago
- Quant finance scripts☆15Updated 4 years ago
- ☆10Updated 4 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆12Updated 7 years ago
- Yield Curve Modeling Using Dynamic Gaussian Processes☆14Updated 2 years ago
- Financial analysis and demonstration of the classic algorithmic trading method, pair trading. This analysis compares the portfolio's grow…☆10Updated 3 years ago
- applications for risk management through computational portfolio construction methods☆35Updated 4 years ago