echavemann / NUFT

Related projects: ⓘ

• quantgirluk / ICMM
  📝 Introduction to Monte Carlo methods in Finance Workshop Materials
  ☆15Updated last year
• firmai / firmai
  ☆15Updated this week
• SciEcon / SRS2021
  A Data Science pipeline for Algorithmic Trading: A comparative study in applications to Finance and cryptoeconomics
  ☆13Updated 2 years ago
• Crone1 / Bitcoin-Algorithmic-Trading-Paper
  ☆18Updated 2 years ago
• OIM3640 / resources
  Resources and Information for OIM3640 - Problem Solving and Software Design
  ☆5Updated 3 weeks ago
• damianboh / portfolio_optimization
  ☆27Updated 9 months ago
• shehio / Computational-Finance
  ☆10Updated 4 years ago
• condereis / mean-variance-portfolio
  MV Port is a Python package to perform Mean-Variance Analysis. It provides a Portfolio class with a variety of methods to help on your po…
  ☆11Updated this week
• AlgoMathITMO / CLSGAN
  Synthetic financial time series generation with regime clustering
  ☆10Updated 8 months ago
• elephaint / hfas
  Hierarchical Forecasting at Scale
  ☆13Updated 6 months ago
• chaaland / bloomberg-ml-course
  Solutions to machine learning HW from bloomberg ml course
  ☆12Updated 5 years ago
• RiskLabAI / RiskLabAI.py
  Financial AI with Python
  ☆24Updated last month
• tatsath / FinAILabDatasets
  FinAILab's Financial DataSets
  ☆10Updated 2 years ago
• hjstobart / msc-computational-finance
  A collection of assignment submissions from the 2021/22 MSc Computational Finance Course.
  ☆8Updated last year
• wwclark / MEMS_1049
  ☆15Updated this week
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆14Updated last year
• neuralprophet / neural_prophet_lightning
  ☆9Updated 3 years ago
• hamrel-cxu / Ensemble-Regularized-Adaptive-Prediction-Set-ERAPS
  Official repository for the ICML 2022 DFUQ paper: conformal prediction sets for time-series
  ☆10Updated 2 years ago
• WWakker / mtalg
  Multithreaded elementwise algebra and random number generation
  ☆8Updated 9 months ago
• shreejitverma / The-Quant-Prep
  Quantitative Developer/Strategist/Researcher Roles
  ☆25Updated 4 months ago
• financialnoob / misc
  ☆25Updated 3 weeks ago
• gregjasonroberts / NLP_EquityMarkets_10K
  Applying NLP framework to 10-K filings in equity markets
  ☆13Updated 3 years ago
• zulucomputer / MES_LSTM
  A Hybrid Method of Exponential Smoothing and Recurrent Neural Networks for Multivariate Time Series Forecasting
  ☆13Updated last year
• MISHRA19 / Computing-Max-Drawdown-with-Python
  Modelling Maximum Drawdown with Python
  ☆10Updated 4 years ago
• bottama / stochastic-asset-pricing-in-continuous-time
  Predicting stock prices using Geometric Brownian Motion and the Monte Carlo method
  ☆33Updated 3 years ago
• ShravanChintha / Stock-Market-prediction-using-daily-news-headlines
  The project is about predicting the stock market movement based on the news headlines that published on a particular day. The news data …
  ☆10Updated 6 years ago
• alipbcs / TSMOM
  Time-Series Momentum Strategies
  ☆10Updated 6 years ago
• cvxgrp / cov_pred_finance
  ☆51Updated this week
• MIMUW-RL / Unified-Long-Horizon-Time-Series-Benchmark
  Code for reproducing results from the paper "Unified Long Horizon Time Series Benchmark"
  ☆14Updated 11 months ago
• lucaskienast / NLP-on-10Ks-from-EDGAR-DB
  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