Alternatives and similar repositories for mlfbook

Users that are interested in mlfbook are comparing it to the libraries listed below

• mChataign / DupireNN
  Neural network local volatility with dupire formula
  ☆79Updated 4 years ago
• Dagalon / PyStochasticVolatility
  This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…
  ☆126Updated 3 months ago
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆40Updated last month
• differential-machine-learning / notebooks
  Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…
  ☆145Updated 3 years ago
• Jordylek / VolatilityIsMostlyPathDependent
  Code for the paper Volatility is (mostly) path-dependent
  ☆73Updated last year
• fp1acm8 / Analysis-of-Financial-Time-Series
  Semi-automatic analysis of a financial series using Python.
  ☆13Updated 4 years ago
• nburgessx / QuantResearch
  Quant Research
  ☆99Updated this week
• Robin-Guilliou / Option-Pricing
  Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…
  ☆88Updated 4 years ago
• ryanmccrickerd / rough_bergomi
  A Python implementation of the rough Bergomi model.
  ☆137Updated 7 years ago
• vicaws / neuralSDE-marketmodel
  Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.
  ☆56Updated 3 years ago
• MOSEK / PortfolioOptimization
  Material accompanying the MOSEK Portfolio Optimization Cookbook
  ☆99Updated last year
• viniesposito / py-mlfactor
  Rewriting the code in "Machine Learning for Factor Investing" in Python
  ☆94Updated 4 years ago
• milenavuletic / VolGAN
  Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"
  ☆105Updated 10 months ago
• jerryxyx / MonteCarlo
  A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM
  ☆118Updated 6 years ago
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆123Updated 2 years ago
• AIM-IT4 / QuantitativeDerivativeModels
  ☆47Updated 2 years ago
• yhilpisch / rlfinance
  The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance
  ☆104Updated 3 years ago
• eguidotti / bidask
  Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices
  ☆121Updated 3 months ago
• lingyixu / Quant-Finance-With-Python-Code
  Repo for code examples in Quantitative Finance with Python by Chris Kelliher
  ☆159Updated 2 years ago
• YuMan-Tam / deep-hedging
  Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.
  ☆162Updated 5 years ago
• crunchdao / quickstarters-adialab
  ☆50Updated 2 years ago
• saeed349 / Advances-in-Financial-Machine-Learning
  Using Dask, a Python framework, I handle 900 million rows of S&P E-mini futures trade tick data directly on a local machine. Through expl…
  ☆41Updated last year
• bernhard-pfann / pca-yield-curve-analytics
  Predictive yield curve modeling in reduced dimensionality
  ☆43Updated 2 years ago
• fortitudo-tech / entropy-pooling
  Entropy Pooling in Python with a BSD 3-Clause license.
  ☆41Updated last month
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆66Updated 3 years ago
• chenenen13 / Trading-Strategies
  ☆86Updated last year
• BayerSe / VaR-Backtesting
  Implementation of a variety of Value-at-Risk backtests
  ☆42Updated 6 years ago
• tinoproductions / DirtyQuant
  Code that I show on my YouTube Channel
  ☆103Updated 2 years ago
• nkonts / replication-the-virtue-of-complexity-in-return-prediction
  Replication of https://ssrn.com/abstract=3984925
  ☆53Updated last year
• PyFE / PyFENG
  Python Financial ENGineering (PyFENG package in PyPI.org)
  ☆177Updated 4 months ago