gautier-marti / awesome-financial-networks

Related projects ⓘ

Alternatives and complementary repositories for awesome-financial-networks

• coorung / Finance-World
  Optimization techniques on the financial area for the hedging, investment starategies, and risk measures
  ☆41Updated 4 years ago
• LongOnly / Option-Pricing-under-Uncertainty
  By means of stochastic volatility models
  ☆41Updated 4 years ago
• cswaney / prickle
  A Python toolkit for high-frequency trade research.
  ☆39Updated 6 years ago
• mjbommar / rfcorr
  Random Forest-based "Correlation" measures
  ☆15Updated 2 years ago
• hongwai1920 / Implement-Option-Pricing-Model-using-Python
  Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…
  ☆30Updated 4 years ago
• frontmark / jupyter-notebooks
  Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks
  ☆39Updated 4 years ago
• qlero / vix_index_modelization
  Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.
  ☆21Updated 5 years ago
• enjine-com / mcos
  Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"
  ☆55Updated last year
• wolfws / sandbox-portfolio-optimization-cvxpy
  CVXPY Portfolio Optimization Sample
  ☆43Updated 7 years ago
• jacobkahn / reinforcement-learning-market-microstructure
  Using Q-learning to better navigate orderbooks.
  ☆21Updated 6 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 4 years ago
• SimonOuellette35 / SVmodels
  Stochastic volatility models
  ☆18Updated 6 years ago
• druce / Machine-learning-for-financial-market-prediction
  Machine Learning for Financial Market Prediction
  ☆57Updated 5 years ago
• Draichi / Portfolio-Management-list
  List of portfolio management resources, using Reinforcement Learning.
  ☆41Updated last year
• thertrader / Using-random-forest-to-model-limit-order-book-dynamic
  I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead
  ☆27Updated 4 years ago
• open-risk / portfolioAnalytics
  A Python library for generating analytic tests for credit portfolio loss distributions
  ☆31Updated last month
• ArturSepp / OptimalPortfolios
  Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python
  ☆34Updated 2 weeks ago
• mgroncki / DataScienceNotebooks
  Tutorials about Machine Learning and Deep Learning
  ☆29Updated 6 years ago
• kouzapo / QFiPy
  Portfolio optimization package in Python.
  ☆16Updated 4 years ago
• BlackArbsCEO / synthetic_time_series
  ☆26Updated 5 years ago
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆15Updated last year
• samsonq / Modifying-Shiller-CAPE-Ratio
  Modifying the Shiller CAPE Ratio to adjust for changing economic conditions.
  ☆14Updated 2 years ago
• shashank-khanna / Option-Pricing
  Implementation of Monte Carlo simulations and Black-Scholes method to calculate prices for American and European options respectively.
  ☆22Updated 6 years ago
• BlackArbsCEO / option_skew_project_public
  ☆33Updated 6 years ago
• frechfrechfrech / Mutual-Fund-Market-Clusters
  Using kmeans clustering, hierarchical clustering, and dynamic time warp to find natural groups in mutual funds and broker dealer offices
  ☆11Updated 6 years ago
• 0zean / MODWT-MARS
  Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting
  ☆18Updated last month
• erksubasi / AutoencoderCovShrinkage
  Presentation for QuantCon 2016
  ☆11Updated 8 years ago
• vsmolyakov / fin
  finance
  ☆43Updated 7 years ago
• yhilpisch / rl4f
  This repository contains the code for the O'Reilly book Reinforcement Learning for Finance.
  ☆19Updated last month