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:
- Development space for PhD in Finance☆33Updated 5 years ago
- My replication of financial papers.☆19Updated 7 years ago
- Repository for teachings on Quant Finance☆50Updated 5 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 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…☆64Updated 4 months ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆64Updated 3 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆21Updated 6 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆42Updated 5 years ago
- ☆20Updated 3 years ago
- Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling☆19Updated 6 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 5 years ago
- ☆40Updated 6 years ago
- Advanced Financial Econometrics - Trinity Term 2020☆31Updated 4 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated last year
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- https://arxiv.org/abs/1805.01104☆116Updated 4 years ago
- Yield Curve Modeling Using Dynamic Gaussian Processes☆17Updated 3 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
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Updated 11 months ago
- A collection of my ramblings into the field of Quantitatve and Mathematical Finance☆11Updated 5 years ago
- Python class and jupyter iPython notebook for pricing a fixed coupon bond☆24Updated 6 years ago
- Links for the most relevant topics☆30Updated 5 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
- Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine…☆47Updated 4 months ago
- Portfolio optimization with cvxopt☆41Updated 7 months ago
- alpha-RNN☆30Updated 5 years ago
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated 9 months ago
- Project description: https://medium.com/p/recession-prediction-using-machine-learning-de6eee16ca94?source=email-2adc3d3cd2ed--writer.post…☆39Updated 6 months ago
- A framework for detecting misreported returns in hedge funds.☆16Updated 6 years ago