evijit / Finance_Graph_TheoryLinks
Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agents
☆22Updated 6 years ago
Alternatives and similar repositories for Finance_Graph_Theory
Users that are interested in Finance_Graph_Theory are comparing it to the libraries listed below
Sorting:
- Stochastic volatility models☆18Updated 7 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆43Updated 5 years ago
- A framework for detecting misreported returns in hedge funds.☆16Updated 6 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- Detecting critical transitions in financial networks with topological data analysis.☆16Updated 6 years ago
- Time series and Financial analysis in python☆16Updated 6 years ago
- Tools for investing in Python☆46Updated 3 years ago
- A Python toolkit for high-frequency trade research.☆42Updated 7 years ago
- finance☆43Updated 8 years ago
- Python Monte Carlo Simulation to model returns from randomly generated portfolios against a benchmark index.☆23Updated 10 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆22Updated 6 years ago
- Layer to connect with market providers for data + trading from different algorithmic trading providers / cryptocurrencurrencies / forex /…☆13Updated 2 years ago
- Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject☆13Updated 7 years ago
- Notebooks based on financial machine learning.☆16Updated 2 years ago
- Portfolio optimization package in Python.☆16Updated 5 years ago
- Contains Python code for downloading socio-economic data from Quandl and using it to forecast real-GDP growth rates in countries.☆15Updated 10 years ago
- My approaches to Financial Forecasting Challenge by G-Research☆44Updated 6 years ago
- Jupyter Notebooks Collection for Learning Time Series Models☆74Updated 6 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 5 years ago
- Python project with tools to analyze financial timeseries of a single asset or a group of assets. It is solely made for daily or less fre…☆29Updated this week
- awesome-financial-networks☆37Updated 6 years ago
- A public available dataset for using market sentiment for financial asset allocation.☆23Updated 6 years ago
- Code and examples for the project on risk-constrained Kelly gambling☆28Updated 5 years ago
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri☆33Updated 4 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated last year
- Simple portfolio analysis and management.☆30Updated 4 years ago
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆64Updated 7 months ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 5 years ago
- ☆16Updated 7 years ago
- Using kmeans clustering, hierarchical clustering, and dynamic time warp to find natural groups in mutual funds and broker dealer offices☆12Updated 7 years ago