jinnerbichler / g-research-challenge

Related projects ⓘ

Alternatives and complementary repositories for g-research-challenge

• Elsemary / Actuarial-Reserve-Risk-Classification-with-Gaussian-Mixture
  Classification of reserve risk with chain-ladder
  ☆11Updated 5 years ago
• MISHRA19 / Computing-Max-Drawdown-with-Python
  Modelling Maximum Drawdown with Python
  ☆10Updated 4 years ago
• big-data-lab-umbc / ensemble_causality_learning
  ☆10Updated 4 years ago
• ryanholbrook / critical-transitions
  Detecting critical transitions in financial networks with topological data analysis.
  ☆17Updated 5 years ago
• Sinbad-The-Sailor / Abacus
  Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Depend…
  ☆19Updated 8 months ago
• deepcharles / tutorials-mva-2022
  Tutorials for the Machine Learning for Time Series class - Master MVA (2021/2022)
  ☆10Updated 2 years ago
• mfrdixon / GP-CVA
  ☆14Updated 5 years ago
• CaptorAB / openseries
  openseries is a project with tools to analyze financial timeseries of a single asset or a group of assets. It is solely made for daily or…
  ☆27Updated this week
• david10e10 / High-Dim-TS-Medium
  Deep Learning for High-Dimensional Time Series
  ☆22Updated 5 years ago
• akash-agni / ReadThePaper
  This repo will be an effort to learn and implement some of the milestone papers and models in Deep Learning based language models.
  ☆11Updated 2 years ago
• cvxgrp / cptopt
  Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization
  ☆31Updated 6 months ago
• jmarecek / OnlineLDS
  Source code for the AAAI 2019 paper "On-Line Learning of Linear Dynamical Systems: Exponential Forgetting in Kalman Filters" (https://arx…
  ☆18Updated 3 years ago
• evijit / Finance_Graph_Theory
  Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agents
  ☆20Updated 5 years ago
• vanessa-pizante / Deep-Optimal-Stopping
  Deep Optimal Stopping Project
  ☆16Updated 5 years ago
• lucaskienast / NLP-on-10Ks-from-EDGAR-DB
  This is a sentiment trading strategy, written in Python, and applying NLP on 10-K's from the SEC EDGAR database.
  ☆9Updated 2 years ago
• massi82 / multi-armed-bandit
  ☆11Updated last year
• ebrahimpichka / ml-options-pricing
  Pricing Financial Options contracts using LightGBM, Deep Learning, and Support Vector Machines.
  ☆14Updated last year
• SimonOuellette35 / PyData-talk---Intro-to-PyMC3
  Companion code for my PyData talk: "Introduction to Probabilistic Programming with PyMC3"
  ☆13Updated 5 years ago
• sebjai / robust-risk-aware-rl
  Some implementations from the paper robust risk aware reinforcement learning
  ☆34Updated 2 years ago
• aliemamalinezhad / Time-Series-and-Financial
  Time series and Financial analysis in python
  ☆14Updated 5 years ago
• KurochkinAlexey / Recurrent-neural-processes
  Pytorch implementation of Recurrent Neural Processes https://arxiv.org/pdf/1906.05915.pdf
  ☆21Updated 5 years ago
• 0zean / MODWT-MARS
  Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting
  ☆18Updated last month
• msabvid / robust_nsde
  Robust pricing and hedging via Neural SDEs
  ☆31Updated 3 years ago
• prateekmalhotra / dcf-basic
  Basic DCF model to quickly value public companies.
  ☆29Updated 2 years ago
• SigCGANs / Sig-Wasserstein-GANs
  ☆23Updated last year
• cauchyturing / Encoding_Temporal_Markov_Dynamics_in_Graph_for_Visualizing_and_Mining_Time_Series
  ☆10Updated 5 years ago
• neildhir / DCBO
  Dynamic causal Bayesian optimisation
  ☆34Updated last year
• TsLu1s / TSForecasting
  TSForecasting: Automated Time Series Forecasting Framework
  ☆26Updated last week
• open-risk / openRiskScore
  A python framework for risk scoring
  ☆32Updated last month
• ymyke / pypme
  A Python package for PME (Public Market Equivalent) calculation
  ☆10Updated last year