☆80Sep 26, 2021Updated 4 years ago
Alternatives and similar repositories for mlfbook
Users that are interested in mlfbook are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- This is a repository of scripts developed as part of the 2020 ENCMP100 Section B3 lecture taught at University of Alberta.☆10Apr 2, 2020Updated 5 years ago
- Material for the workshop Machine Learning for Option Pricing, Calibration and Hedging☆16Feb 26, 2020Updated 6 years ago
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri☆34May 28, 2021Updated 4 years ago
- This repository will be used to organize all the codes and notes written on the Empirical asset pricing course given at the school of eco…☆12Apr 11, 2023Updated 2 years ago
- ☆33Nov 23, 2022Updated 3 years ago
- Wordpress hosting with auto-scaling on Cloudways • AdFully Managed hosting built for WordPress-powered businesses that need reliable, auto-scalable hosting. Cloudways SafeUpdates now available.
- ☆15Oct 7, 2019Updated 6 years ago
- Implementation of the Longstaff-Schwartz (American Monte Carlo) algorithm for pricing options and other derivatives with early-exercise f…☆24Jun 24, 2020Updated 5 years ago
- ☆14Mar 1, 2024Updated 2 years ago
- A collection of my ramblings into the field of Quantitatve and Mathematical Finance☆12Feb 21, 2020Updated 6 years ago
- Julia and Python programs that implement some of the tools described in my book "Stochastic Methods in Asset Pricing" (SMAP), MIT Press 2…☆24Mar 26, 2021Updated 5 years ago
- Advanced Data Science with IBM Specialization☆12Aug 9, 2021Updated 4 years ago
- Code for master thesis project, GANs for Monte Carlo simulation of SDE paths. Also used for paper on arXiv.☆10Mar 7, 2023Updated 3 years ago
- heat equation in tensorflow☆10Feb 14, 2017Updated 9 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆129Oct 11, 2025Updated 5 months ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click and start building anything your business needs.
- 2D cubic spline approximation☆13Mar 22, 2024Updated 2 years ago
- Mathematics for Economists (Matlab Live Codes)☆57Feb 24, 2021Updated 5 years ago
- ECN 5090- Machine Learning in Economics and Finance (Python)☆85Dec 7, 2022Updated 3 years ago
- Deep Neural Network Framework Based on Backward Stochastic Differential Equations for Pricing and Hedging American Options in High Dimens…☆21Nov 12, 2020Updated 5 years ago
- Some codes used for the numerical examples proposed in https://hal.archives-ouvertes.fr/hal-01514987v2 and https://arxiv.org/abs/1705.014…☆23May 3, 2019Updated 6 years ago
- This experimental tool leverages Google's Gemini 2.5 Flash Preview model to parse complex tables from PDF documents and convert them into…☆15May 16, 2025Updated 10 months ago
- Collection of business analytics case studies that leverage data science methods to create business value (R and Python)☆12Jul 12, 2019Updated 6 years ago
- Sample SAS programs that process WRDS data and facilitate econometric analysis☆20May 23, 2021Updated 4 years ago
- Automated Transparent Genetic Feature Engineering☆22Jul 6, 2023Updated 2 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting with the flexibility to host WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Cloudways by DigitalOcean.
- Hull-White 1/2 Factor Dynamics☆15Aug 20, 2022Updated 3 years ago
- ☆16Aug 2, 2017Updated 8 years ago
- SABR model calibration on shiny☆11Sep 16, 2013Updated 12 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Apr 30, 2020Updated 5 years ago
- Quantnet: SFE quantlets☆11Oct 27, 2025Updated 5 months ago
- Materials for season 3 (2022/23) of the UCL Artificial Intelligence Society's machine learning tutorial series☆12Mar 8, 2023Updated 3 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Jan 15, 2024Updated 2 years ago
- Some implementations from the paper robust risk aware reinforcement learning☆36Dec 15, 2021Updated 4 years ago
- Delta hedging under SABR model☆47May 14, 2024Updated last year
- NordVPN Threat Protection Pro™ • AdTake your cybersecurity to the next level. Block phishing, malware, trackers, and ads. Lightweight app that works with all browsers.
- Entropy Pooling in Python with a BSD 3-Clause license.☆41Jan 23, 2026Updated 2 months ago
- Web site for the Sheffield Data Science and AI Community☆12Mar 17, 2026Updated last week
- Volatility Decomposition of Asset Price Time Series☆11May 5, 2019Updated 6 years ago
- Asset allocation and Portfolio Management Course @ Baruch MFE☆16Feb 1, 2020Updated 6 years ago
- Pipeline for Time Series Generation with Comprehensive Evaluation Metrics☆47Jan 12, 2025Updated last year
- Machine Learning for Quantitative Finance☆25Jun 8, 2018Updated 7 years ago
- Advanced-Programming☆25Jun 18, 2024Updated last year