gautier-marti / awesome-financial-networks
awesome-financial-networks
☆35Updated 5 years ago
Alternatives and similar repositories for awesome-financial-networks
Users that are interested in awesome-financial-networks are comparing it to the libraries listed below
Sorting:
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago
- Using Q-learning to better navigate orderbooks.☆21Updated 7 years ago
- A Python toolkit for high-frequency trade research.☆40Updated 6 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 4 years ago
- A Python library for generating analytic tests for credit portfolio loss distributions☆32Updated 4 months ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆27Updated 5 years ago
- Jupyter (IPython) notebooks for exploring mixture models☆36Updated 8 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆21Updated 5 years ago
- This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…☆29Updated 3 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- Machine Learning for Quantitative Finance☆24Updated 6 years ago
- Stochastic volatility models☆18Updated 6 years ago
- ☆27Updated 6 years ago
- ☆12Updated last year
- CVXPY Portfolio Optimization Sample☆46Updated 8 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agents☆22Updated 6 years ago
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated 7 months ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆56Updated last year
- Code and examples for the project on risk-constrained Kelly gambling☆28Updated 4 years ago
- ☆18Updated this week
- Random Forest-based "Correlation" measures☆15Updated 3 years ago
- Quadratic program minimizing risk while maintaining an expected return with the addition of rollover in the foreign exchange market☆12Updated 8 years ago
- Modifying the Shiller CAPE Ratio to adjust for changing economic conditions.☆15Updated 2 years ago
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri☆33Updated 3 years ago
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆13Updated 3 years ago
- ☆35Updated 7 years ago
- Alpaca riding on a zipline☆28Updated 2 years ago
- ☆11Updated 3 years ago