Alternatives and similar repositories for curvy

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

• cvxgrp / cov_pred_finance
  ☆65Updated 2 weeks ago
• cvxgrp / cvxrisk
  Compile risk with cvxpy
  ☆13Updated last week
• ahgperrin / PyCurve
  PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…
  ☆43Updated 3 years ago
• SaremS / sample_notebooks
  Loose collection of Jupyter notebooks, mostly for my blog
  ☆28Updated 6 months ago
• amuguruza / RoughFCLT
  ☆19Updated 6 years ago
• justinhou95 / NeuralHedge
  Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization
  ☆14Updated 8 months ago
• phschiele / PyCLA
  A Python Package for Portfolio Optimization using the Critical Line Algorithm
  ☆27Updated last year
• niknow / machine-learning-examples
  ☆23Updated 2 months ago
• tschm / pyhrp
  Run hierarchical risk parity algorithms
  ☆46Updated this week
• enexqnt / RBAA
  Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference
  ☆25Updated 2 years ago
• cvxgrp / exp_util_gm_portfolio_opt
  Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.
  ☆21Updated last year
• scikit-portfolio / scikit-portfolio
  A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.
  ☆57Updated last year
• khrapovs / fangoosterlee
  Price options analytically given stock price characteristic function
  ☆16Updated 9 years ago
• bbcho / risktools-dev
  Risk tools for commodities trading and finance
  ☆29Updated last week
• oemof / marketlib
  Project to model the trading of energy to different markets using various power plant models
  ☆11Updated 3 years ago
• AIM-IT4 / stochPathSim
  ☆16Updated 5 months ago
• cvxgrp / cvxmarkowitz
  ☆26Updated 2 weeks ago
• cvxgrp / simulator
  Tool to support backtests
  ☆44Updated this week
• edoberton / heston_nandi_garch
  Script to fit the Heston-Nandi GARCH(1,1) model. Includes MLE of parameters, future path simulation, Monte Carlo simulation for option pr…
  ☆13Updated 3 years ago
• fboerman / gie-py
  ☆12Updated last year
• vilen22 / curve-building
  Libor curve bootstrapping example from cash, Eurodollar future and interest rate swap instruments.
  ☆21Updated 6 years ago
• RoughStochVol / small-time_asymptotics_fractional
  Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.
  ☆12Updated 8 years ago
• cvxgrp / cptopt
  Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization
  ☆35Updated last year
• jrodenberg0 / Ecuador_Retail_Sales
  This repo houses the data and project: Ecuador Retail Store Sales.
  ☆14Updated 9 months ago
• microprediction / Riskfolio-Lib
  Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
  ☆14Updated 10 months ago
• Yizhan-Oliver-Shu / jump-models
  Statistical Jump Models in Python, with scikit-learn-style APIs
  ☆70Updated 4 months ago
• polyphilz / pricing-weather-derivatives
  Pricing weather futures using an ARIMA model and 8 years' worth of scraped weather data.
  ☆24Updated 6 years ago
• cvxgrp / cvxstatarb
  ☆27Updated 2 weeks ago
• gmanzog / DeepLearningCreditRiskModeling
  Replication codes for Deep Learning Credit Risk Modeling by Manzo, Qiao
  ☆21Updated 3 years ago
• juliansester / Robust-Portfolio-Optimization
  Markov decision processes under model uncertainty
  ☆15Updated 2 years ago