Some jupyter notebooks on various topics
☆12Oct 13, 2019Updated 6 years ago
Alternatives and similar repositories for notebooks
Users that are interested in notebooks are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A package that provides tools for pricing credit default swaps (CDS).☆16Jul 30, 2014Updated 11 years ago
- 致力于多因子,AI策略,可盈利模型的研究☆12Apr 14, 2023Updated 3 years ago
- I use TVP-VAR methodology with a stochastic volatility model to investigate the forecasting performance on macroeconomic variables. In pa…☆10Nov 17, 2019Updated 6 years ago
- TVP VAR Workshop☆14Feb 26, 2020Updated 6 years ago
- Scalable implementation of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy hig…☆13Jan 21, 2022Updated 4 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.
- a new version of pyktrader☆39Feb 17, 2025Updated last year
- Nonlinear Granger causality inference with neural networks for high-resolution mass spectrometry☆14Oct 31, 2021Updated 4 years ago
- Calibration and Simulation Engine for Local Volatility Models☆16Dec 13, 2021Updated 4 years ago
- This repository contains the codes for the paper "Machine-Learning-enhanced Systemic Risk Measure: A Two-Step Supervised Learning Approac…☆13Jul 18, 2022Updated 3 years ago
- Heterogeneous Autoregressive model of Realized Volatility (HAR-RV), introduced by F Corsi (2009).☆11Sep 18, 2020Updated 5 years ago
- A convenient way to create notes.☆12Mar 17, 2021Updated 5 years ago
- The Value at Risk (VaR) calculation, Python version☆10Nov 1, 2019Updated 6 years ago
- MATVines: A Vine Copula Package for MATLAB. To cite this software publication: https://www.sciencedirect.com/science/article/pii/S2352711…☆17Apr 27, 2021Updated 5 years ago
- Python Copula Module☆43Jan 28, 2023Updated 3 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- 2D binning algorithm in python☆13Jul 6, 2020Updated 5 years ago
- convertible bond pricing project based on Monte Carlo simulation☆18Jul 1, 2023Updated 2 years ago
- Inference for Gaussian copula factor models and its application to causal discovery.☆14Feb 11, 2020Updated 6 years ago
- Python versions of nearest correlation matrix algorithms☆40Jan 16, 2019Updated 7 years ago
- [Quantitative Finance 2019] Sovereign Risk Zones in Europe During and After the Debt Crisis☆12May 12, 2020Updated 6 years ago
- Using three approaches to calculate Value at Risk and Conditional Value at Risk of a portfolio of assets.☆13Apr 24, 2020Updated 6 years ago
- stand alone Neural Additive Models, forked from google-reasearch for easy import to colab☆29Sep 29, 2020Updated 5 years ago
- ☆10Jan 26, 2025Updated last year
- ☆11Dec 8, 2022Updated 3 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- ☆13Jan 16, 2019Updated 7 years ago
- ☆11Nov 4, 2016Updated 9 years ago
- Bayesian Estimation of a TVP-VAR Model☆19Jun 5, 2018Updated 8 years ago
- Implementation of a variety of Value-at-Risk backtests☆42May 25, 2019Updated 7 years ago
- React native clone app for "Hello Talk" using firebase☆19Oct 22, 2023Updated 2 years ago
- Forex news trading app built with java and Dukascopy API. Can open multiple orders and manage them during the news event. Includes strate…☆12May 14, 2019Updated 7 years ago
- A Tour of Time Series Analysis☆23Aug 25, 2016Updated 9 years ago
- ☆53Jun 21, 2017Updated 8 years ago
- ☆10Feb 16, 2026Updated 3 months 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.
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆12Dec 31, 2018Updated 7 years ago
- ☆10Nov 4, 2018Updated 7 years ago
- ☆10Dec 31, 2020Updated 5 years ago
- k匿名☆19May 12, 2021Updated 5 years ago
- Implementations on OpenAI's Gym☆10Nov 21, 2017Updated 8 years ago
- Research project on applying deep reinforcement learning to perform financial market predictions. A competitive market maker.☆13Dec 8, 2022Updated 3 years ago
- robotRay is a python robo trader bot for several strategies including: 1) naked puts based on a simple vega crush algo, 2) golden cross. …☆14Aug 27, 2021Updated 4 years ago