je-suis-tm / recursion-and-dynamic-programming
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…
☆61Updated last year
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
- Julia and Python search algorithm implementation including Bloom Filter, Aho-Corasick, Boyer-Moore, Knuth-Morris-Pratt, Rabin-Karp, Binar…☆18Updated 2 years ago
- A framework for historical volatility estimation and analysis.☆35Updated 4 years ago
- Julia and Python programs that implement some of the tools described in my book "Stochastic Methods in Asset Pricing" (SMAP), MIT Press 2…☆23Updated 4 years ago
- ☆54Updated 6 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri☆32Updated 3 years ago
- By means of stochastic volatility models☆43Updated 5 years ago
- Applying Differential Machine Learning to Calibrate Heston Model☆16Updated last year
- Entropy Pooling in Python with a BSD 3-Clause license.☆38Updated 5 months ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- Financial derivatives modeling and pricing in Julia.☆60Updated 2 months ago
- ☆15Updated 4 years ago
- Implementation of the Longstaff-Schwartz (American Monte Carlo) algorithm for pricing options and other derivatives with early-exercise f…☆25Updated 4 years ago
- Computational Financial Modeling☆31Updated 4 years ago
- Financial Strategy Resources☆15Updated 2 years ago
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆62Updated 7 months ago
- The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance☆102Updated 3 years ago
- Predicting index movements with Google Trends search volume alternative data☆16Updated 4 years ago
- Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agents☆22Updated 6 years ago
- 📒 A collection of notes exploring Quantitative Finance concepts with Python☆70Updated last month
- Learn the mathematics behind machine learning and explore various mathematical concepts within machine learning.☆40Updated last year
- A collection of projects published by Bloomberg's Quantitative Finance Research team.☆115Updated 3 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆41Updated 4 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 4 years ago
- Material for Antoine Savine's Computational Finance Lectures at Copenhagen University & Kings College London☆62Updated 5 years ago
- ☆11Updated last year
- ML Application of Algorithmic Trading☆21Updated 3 years ago
- A Python toolkit for high-frequency trade research.☆41Updated 6 years ago
- Tutor step-by-step on how to analyze stock data using the R language.☆17Updated last year
- Price response function and spread impact analysis in correlated financial markets☆15Updated 2 months ago