An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies
☆29Jun 7, 2020Updated 6 years ago
Alternatives and similar repositories for Jdmbs
Users that are interested in Jdmbs are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- DRIP Asset Allocation is a collection of model libraries for MPT framework, Black Litterman Strategy Incorporator, Holdings Constraint, a…☆10Sep 26, 2018Updated 7 years ago
- A Python package for PME (Public Market Equivalent) calculation☆14Jan 16, 2026Updated 6 months ago
- The Valuation of Convertible Bonds with Credit Risk (for Honours in Advanced Mathematics of Finance research project, at the University o…☆11Nov 23, 2012Updated 13 years ago
- Executable form of the MiFID II RTS (Regulatory Technical Standard) documents.☆18Jun 17, 2018Updated 8 years ago
- ☆15Oct 7, 2019Updated 6 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- ☆14Sep 16, 2022Updated 3 years ago
- A dashboard for helping beginners identify trading opportunities through technical analysis, fundamental analysis, and possible future pr…☆13Sep 1, 2021Updated 4 years ago
- DCC BEKK Factor Copula MSV☆14Mar 3, 2018Updated 8 years ago
- A package for performing time series classification in Weka.☆10Aug 16, 2023Updated 2 years ago
- Employee turnover (attrition) is a major cost to an organization, and predicting turnover is at the forefront of needs of Human Resources…☆11Feb 3, 2018Updated 8 years ago
- Half day workshop covering insurance pricing with GAMs, GLMs, trees and clustering.☆30Mar 12, 2021Updated 5 years ago
- FinRAD: Financial Readability Assessment Dataset - 13,000+ Definitions of Financial Terms for Measuring Readability☆15Nov 2, 2024Updated last year
- R package for the Evaluation Platform in COPD (EPIC), an agent-based whole-disease model for projection of health and economic outcomes a…☆13Mar 31, 2026Updated 3 months ago
- R scripts related to finance. These scripts will be clones or adaptations of the works of the Systematic Investor and QuantStrat TradeR b…☆10Jun 5, 2015Updated 11 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Financial analysis and demonstration of the classic algorithmic trading method, pair trading. This analysis compares the portfolio's grow…☆12Oct 28, 2020Updated 5 years ago
- Simulation of Systems of interacting mean-field Particles with High Efficiency☆16Nov 27, 2023Updated 2 years ago
- A program to calculate valuation and technical metrics for a given stock☆26Feb 19, 2018Updated 8 years ago
- CRAN Task View: Empirical Finance☆58Jun 5, 2026Updated last month
- Dispersion Trading using Options☆33Apr 9, 2017Updated 9 years ago
- Tries to predict if a stock will rise or fall with a certain percentage through giving probabilities of what events it thinks will happen…☆25Oct 27, 2017Updated 8 years ago
- Multilevel Network Analysis☆20Dec 14, 2019Updated 6 years ago
- Analysis of the US stock market using Kohonen's SOM algorithm☆22Aug 17, 2019Updated 6 years ago
- A Program to calculate the price of American put or call option with Least Square Monte Carlo☆16Jun 7, 2023Updated 3 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- R code for quantitative analysis in finance☆35Feb 19, 2014Updated 12 years ago
- Financial Analysis and Algorithmic Trading Strategies in Python☆11Feb 16, 2023Updated 3 years ago
- The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to ma…☆162Dec 15, 2025Updated 7 months ago
- R Package for Simulating, Estimating and Diagnosing MGARCH (BEKK and mGJR) Processes☆16Dec 6, 2022Updated 3 years ago
- Economic models and things in Pytorch☆22Nov 30, 2017Updated 8 years ago
- MIT Trading Competition algorithmic trading of options and securities☆42Dec 3, 2018Updated 7 years ago
- Implementation of different classes of link predictors and methods to assess and visualise their performance.☆21Aug 24, 2018Updated 7 years ago
- Structural Topic Modeling in R (published two articles on Medium). STM, LDA, metadata, NLP.☆17Jul 31, 2021Updated 4 years ago
- This is a read-only mirror of the CRAN R package repository. rmgarch — Multivariate GARCH Models. Homepage: https://github.com/alexiosg…☆15Aug 31, 2025Updated 10 months ago
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- Code to manage data related to SEC filings on EDGAR.☆20May 16, 2023Updated 3 years ago
- Some codes used for the numerical examples proposed in https://arxiv.org/abs/1812.05916☆14Sep 6, 2019Updated 6 years ago
- Implementation of option pricing models using Numba that performs better. This entire project has utilized as little libraries as possibl…☆20Sep 15, 2022Updated 3 years ago
- Finance 6470: Derivatives Markets☆10Apr 15, 2021Updated 5 years ago
- ☆22Jan 5, 2018Updated 8 years ago
- Quantitative Momentum - Investment Strategy inspired by Wesley Gray and Jack Vogel☆52Sep 3, 2018Updated 7 years ago
- Tools to analyze financial timeseries of single assets or portfolios. It is made for daily or less frequent data.☆32Updated this week