gordoni / aiplanner
AIPlanner is an machine learning based asset allocation and consumption planning calculator. Included are sources to two other similar calculators as well as a SPIA pricing calculator.
☆33Updated 11 months ago
Alternatives and similar repositories for aiplanner:
Users that are interested in aiplanner are comparing it to the libraries listed below
- High-level overview of group's goals and objectives☆13Updated 10 years ago
- An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies☆28Updated 4 years ago
- Modeling the allocation of resources to markets based on the restraints of objective functions☆14Updated 8 years ago
- A Julia wrapper for TA-Lib☆53Updated 7 years ago
- Financial portfolio modeling in Julia☆18Updated 11 years ago
- Code and teaching material for the workshops at the RBA and RBNZ☆21Updated 7 years ago
- ☆39Updated 6 years ago
- Repository for simulation and estimation of CIR one factor model parameters☆11Updated 6 years ago
- ☆19Updated 8 years ago
- Computation of Sparse Eigenvectors of a Matrix☆12Updated 6 years ago
- ☆17Updated 3 years ago
- Trade and Portfolio Accounting in Julia☆15Updated 8 years ago
- A Julia implementation of Interactive Brokers API☆66Updated last week
- Covariance Matrix Estimation via Factor Models☆33Updated 5 years ago
- Engle-Granger cointegration models in R☆17Updated last year
- Python Code for Meucci Related Blog Posts☆16Updated 8 years ago
- Backtesting and trading with Julia reactive programming.☆63Updated 7 years ago
- Julia GARCH package☆13Updated 5 years ago
- Compile risk with cvxpy☆13Updated this week
- Easily source publicly available data on derivatives☆37Updated 3 years ago
- A limit order book matching engine written in Julia☆28Updated 3 years ago
- A Julia package for quantitative finance☆38Updated 7 years ago
- Accessing econometric data☆15Updated 7 years ago
- R package factorAnalytics developed during Google Summer of Code 2016☆24Updated 6 years ago
- code for turning data sets into trading strategies☆35Updated 2 weeks ago
- An Open-Source Implementation of the Critical-Line Algorithm for Portfolio Optimization☆32Updated 2 years ago
- Interest Rates calculation, indexing and Term Structures.☆28Updated 5 months ago
- Time Value of Money - a Python package for mathematical interest theory, annuity, and bond calculations.☆33Updated 3 years ago
- This paper studies how a machine learning algorithm can generate tactical allocation which outperforms returns for a pre-defined benchmar…☆12Updated 4 years ago
- Julia api to Quandl open source financial, economic and social datasets☆68Updated 5 years ago