kokoff / deep-forecastLinks
Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject
☆13Updated 7 years ago
Alternatives and similar repositories for deep-forecast
Users that are interested in deep-forecast are comparing it to the libraries listed below
Sorting:
- My replication of financial papers.☆19Updated 7 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆21Updated 6 years ago
- ☆20Updated 3 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆29Updated 5 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 4 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago
- These are notes for macroeconomic analysis, summarised in past years for macro trading/analysis.☆30Updated 3 years ago
- Advanced Financial Econometrics - Trinity Term 2020☆31Updated 4 years ago
- ☆40Updated 6 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆64Updated 3 years ago
- Repository for teachings on Quant Finance☆50Updated 5 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆120Updated 4 years ago
- Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine…☆46Updated 4 months ago
- Factor Investing Library☆27Updated 2 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆46Updated 7 years ago
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri☆33Updated 4 years ago
- Project description: https://medium.com/p/recession-prediction-using-machine-learning-de6eee16ca94?source=email-2adc3d3cd2ed--writer.post…☆39Updated 5 months ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆25Updated 5 months ago
- Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.☆26Updated 9 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…☆63Updated 4 months ago
- Economic indicators using Python and APIs☆14Updated 2 years ago
- Quantifying ESG Alpha using Scholar Big Data: An Automated Machine Learning Approach.☆76Updated 4 years ago
- https://arxiv.org/abs/1805.01104☆114Updated 4 years ago
- Financial Library ( Economic Scenario Generator, Asset Liability Management, Pricing )☆31Updated last year
- One-off scripts/analysis, usually to accompany my blog posts.☆44Updated 3 years ago
- Links for the most relevant topics☆30Updated 5 years ago
- Implementation of the Longstaff-Schwartz (American Monte Carlo) algorithm for pricing options and other derivatives with early-exercise f…☆25Updated 5 years ago
- My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"☆49Updated 5 years ago