Alternatives and similar repositories for aiplanner

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

• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 5 years ago
• jirotubuyaki / Jdmbs
  An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies
  ☆28Updated 5 years ago
• returnandrisk / meucci-python
  Python Code for Meucci Related Blog Posts
  ☆16Updated 9 years ago
• HoangT1215 / Finance-papers-replication
  My replication of financial papers.
  ☆19Updated 7 years ago
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆36Updated 6 years ago
• junyanxu / Python-Heston-Option-Pricer
  ☆20Updated 8 years ago
• scikit-portfolio / scikit-portfolio
  A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.
  ☆58Updated last year
• QuantEcon / dynamic_factor_models
  ☆40Updated 6 years ago
• dselivanov / convbond
  convertible bond pricing
  ☆13Updated 11 years ago
• genedan / TmVal
  Time Value of Money - a Python package for mathematical interest theory, annuity, and bond calculations.
  ☆36Updated 4 years ago
• RiskLabAI / Notebooks.py
  ☆22Updated 3 weeks ago
• Quantoria / Risk_Budgeting
  Risk_Budgeting is a Python project that uses the risk budgeting approach for portfolio asset allocation
  ☆23Updated 8 years ago
• TommasoBelluzzo / HistoricalVolatility
  A framework for historical volatility estimation and analysis.
  ☆35Updated 5 years ago
• pierovic94 / TACTICAL-ASSET-ALLOCATION-AND-MACHINE-LEARNING
  This paper studies how a machine learning algorithm can generate tactical allocation which outperforms returns for a pre-defined benchmar…
  ☆14Updated 4 years ago
• dppalomar / highOrderPortfolios
  Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis
  ☆25Updated 2 years ago
• vsmolyakov / fin
  finance
  ☆43Updated 8 years ago
• mfrdixon / G-Learning-Wealth-Management
  ☆24Updated 3 years ago
• mmport80 / QuantLib-with-Python-Blog-Examples
  Financial security modelling with Python and QuantLib
  ☆33Updated 11 years ago
• pcmichaud / notebooks
  Behavioral Economics and Finance Python Notebooks
  ☆21Updated 6 years ago
• andi-jo / ML_projection_toolbox
  Simple wrapper for machine learning models in the context of lead-lag projection modelling.
  ☆25Updated 6 years ago
• algoquant / lecture_slides
  NYU Tandon lecture slides
  ☆32Updated 4 months ago
• LongOnly / Option-Pricing-under-Uncertainty
  By means of stochastic volatility models
  ☆44Updated 5 years ago
• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆54Updated 4 years ago
• cvxgrp / kelly_code
  Code and examples for the project on risk-constrained Kelly gambling
  ☆28Updated 5 years ago
• rbeeli / dynamic_conditional_beta
  Modeling conditional betas with DCC-GARCH and COMFORT-DCC models with application in asset allocation.
  ☆16Updated 6 years ago
• SvenBecker / TAA-PG
  Usage of policy gradient reinforcement learning to solve portfolio optimization problems (Tactical Asset Allocation).
  ☆33Updated 6 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…
  ☆31Updated 5 years ago
• nakulnayyar / FF3Factor
  Fama French 3 Factor Model
  ☆42Updated 9 years ago
• genekindberg / DFM-Nowcaster
  A dynamic factor model to nowcast quarterly GDP using many high-frequency series. Implemented in Python
  ☆31Updated 4 years ago
• pingfcc99 / FixedIncomeQuantTrading
  ☆18Updated 7 years ago