Alternatives and similar repositories for pinn-macro-finance

Users that are interested in pinn-macro-finance are comparing it to the libraries listed below

• cvxgrp / exp_util_gm_portfolio_opt
  Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.
  ☆22Updated last year
• AlessandroGnoatto / DeepBsdeSolverWithJumps
  Implementation of "A deep solver for BSDEs with jumps"
  ☆15Updated last year
• MaxGermain / MultistepBSDE
  Deep multistep methods to solve BSDEs of first and second order for the approximation of PDE solutions
  ☆19Updated 5 years ago
• HaidaQuant / DeepBSDE
  Python code for solving partial differential equations (PDEs) using deep learning. Specifically, we provide implementations for solving t…
  ☆27Updated last year
• seb-becker / deep_pde
  Source code related to the article "Deep splitting method for parabolic PDEs" by Christian Beck, Sebastian Becker, Patrick Cheridito, Arn…
  ☆14Updated 5 years ago
• jkirkby3 / pymle
  Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)
  ☆56Updated 5 months ago
• cvxgrp / cptopt
  Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization
  ☆37Updated last year
• DeepSurrogate / OptionPricing
  ☆19Updated 3 years ago
• Kem975 / Deep_Partial_Least_Squares
  Source code for Deep Partial Least Squares for Empirical Asset Pricing.
  ☆15Updated 3 years ago
• cvxgrp / cvxmarkowitz
  ☆32Updated this week
• dppalomar / highOrderPortfolios
  Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis
  ☆26Updated 3 years ago
• cvxgrp / robust_bond_portfolio
  Robust Bond Portfolio Construction via Convex-Concave Saddle Point Optimization
  ☆14Updated last year
• LRydin / jumpdiff
  JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python
  ☆49Updated 2 years ago
• Iyengar-Lab / E2E-DRO
  End-to-end distributionally robust optimization
  ☆37Updated 2 years ago
• amuguruza / LDP-VolOptions
  Large Deviations for volatility options
  ☆13Updated 6 years ago
• Mekahou / Notes
  My idiosyncratic notes on computational economics.
  ☆59Updated 3 weeks ago
• anriseth / HJBSolver.jl
  General solver for Hamilton-Jacobi-Bellman equations
  ☆18Updated 8 years ago
• QuantEcon / dynamic_factor_models
  ☆41Updated 6 years ago
• AndrewLyasoff / SMAP
  Julia and Python programs that implement some of the tools described in my book "Stochastic Methods in Asset Pricing" (SMAP), MIT Press 2…
  ☆24Updated 4 years ago
• batuhanguler / Deep-BSDE-Solver
  Solving high-dimensional Partial Differential Equations with Deep Learning
  ☆27Updated 6 years ago
• quantgirluk / ICMM
  📝 Introduction to Monte Carlo methods in Finance Workshop Materials
  ☆21Updated 2 years ago
• sdepy / sdepy
  SdePy: Numerical Integration of Ito Stochastic Differential Equations
  ☆44Updated 4 years ago
• cvxgrp / covpred
  Covariance prediction via convex optimization
  ☆22Updated 4 years ago
• QuantEcon / lecture-jax
  Lectures on Quantitative Economics Using JAX
  ☆47Updated last week
• theisij / ml-and-the-implementable-efficient-frontier
  Code repository for "Machine Learning and the Implementable Efficient Frontier" by Jensen, Kelly, Malamud, and Pedersen (2024)
  ☆20Updated 10 months ago
• yitaohu88 / Empirical-Method-in-Finance
  Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…
  ☆45Updated 4 years ago
• wangtianyu61 / robust-stochastic-portfolio-optimization
  the codes and some preliminary progress in the work of robust stochastic portfolio optimization
  ☆11Updated 5 years ago
• silvialava / Deep_quadratic_hedging
  ☆12Updated 3 years ago
• AlessandroGnoatto / Deep-xVA-Solver
  Implementation of the Deep xVA Solver of Gnoatto, Picarelli and Reisinger (2020) https://arxiv.org/abs/2005.02633
  ☆19Updated 5 years ago
• ndcbe / CBE60499
  Nonlinear and Stochastic Optimization. https://ndcbe.github.io/CBE60499/
  ☆17Updated 2 years ago