je-suis-tm / recursion-and-dynamic-programmingLinks
Julia and Python recursion algorithm, fractal geometry and dynamic programming applications including Edit Distance, Knapsack (Multiple Choice), Stock Trading, Pythagorean Tree, Koch Snowflake, Jerusalem Cross, Sierpiński Carpet, Hilbert Curve, Pascal Triangle, Prime Factorization, Palindrome, Egg Drop, Coin Change, Hanoi Tower, Cantor Set, Fibo…
☆63Updated 2 years ago
Alternatives and similar repositories for recursion-and-dynamic-programming
Users that are interested in recursion-and-dynamic-programming are comparing it to the libraries listed below
Sorting:
- Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…☆144Updated 3 years ago
- Monte Carlo option pricing algorithms for vanilla and exotic options☆26Updated 5 years ago
- Links for the most relevant topics☆32Updated 5 years ago
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri☆33Updated 4 years ago
- Jupyter Notebooks Collection for Learning Time Series Models☆75Updated 6 years ago
- A collection of projects published by Bloomberg's Quantitative Finance Research team.☆133Updated 4 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- ☆12Updated last year
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆33Updated 5 years ago
- A portfolio management algorithm for the 21st century.☆93Updated 5 years ago
- Deep Learning methods to solve path-dependent PDEs / to price path-dependent derivatives like exotic options☆36Updated 3 years ago
- Collection of projects oriented around the computational finance domain.☆27Updated 6 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆43Updated 5 years ago
- Applying Differential Machine Learning to Calibrate Heston Model☆22Updated 2 years ago
- Implementations of Leading Algorithms in Quantitative Finance☆64Updated 8 years ago
- alpha-RNN☆30Updated 5 years ago
- 📝 Introduction to Monte Carlo methods in Finance Workshop Materials☆21Updated 2 years ago
- NYU Math-GA 2048: Scientific Computing in Finance☆110Updated 5 years ago
- awesome-financial-networks☆37Updated 6 years ago
- Entropy Pooling in Python with a BSD 3-Clause license.☆40Updated this week
- Material for Antoine Savine's Computational Finance Lectures at Copenhagen University & Kings College London☆68Updated 5 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆22Updated 6 years ago
- Python class and jupyter iPython notebook for pricing a fixed coupon bond☆25Updated 6 years ago
- Library for simulation and analysis of vanilla and exotic options☆34Updated 5 years ago
- A framework for detecting misreported returns in hedge funds.☆16Updated 6 years ago
- Deep Neural Network Framework Based on Backward Stochastic Differential Equations for Pricing and Hedging American Options in High Dimens…☆21Updated 5 years ago
- A framework for historical volatility estimation and analysis.☆35Updated 5 years ago
- ☆79Updated 4 years ago
- A project of realizing multiple numerical option pricing methods, including trees, Monte Carlo simulations, and finite difference methods…☆20Updated 7 years ago