mfrdixon / G-Learning-Wealth-ManagementLinks
☆23Updated 3 years ago
Alternatives and similar repositories for G-Learning-Wealth-Management
Users that are interested in G-Learning-Wealth-Management are comparing it to the libraries listed below
Sorting:
- ☆25Updated 2 weeks ago
- Covariance Matrix Estimation via Factor Models☆35Updated 6 years ago
- Portfolio optimization with cvxopt☆38Updated 4 months ago
- This project is a Python demonstrator for the stochastic grid bundling method (SGBM) to solve backward stochastic differential equations …☆12Updated 6 years ago
- Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.☆10Updated 7 years ago
- Multivariate GARCH modelling in Python☆16Updated 7 months ago
- ☆19Updated 6 years ago
- A repository for portfolio allocation based on embedding data representation☆11Updated 4 months ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆33Updated 2 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆12Updated 8 years ago
- ☆20Updated 4 months ago
- Repository attached to the paper with the same name.☆21Updated 3 years ago
- ☆65Updated 2 weeks ago
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated 6 months ago
- The course, authored by Prof. Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading)…☆13Updated 6 years ago
- An xVA quantitative library written in python using tensorflow☆18Updated 2 weeks ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆13Updated last year
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- Non-Linear Covariance Shrinkage☆14Updated 3 years ago
- A cursory look at the dynamics of zero coupon bond yield curves.☆13Updated 2 years ago
- My replication of financial papers.☆19Updated 6 years ago
- ☆27Updated 2 weeks ago
- Python Package: Fitting and Forecasting the yield curve☆37Updated 4 years ago
- A dynamic factor model to forecasts inflation, i.e. CPI, PPI. WindAPI is required to extract vintages.☆15Updated 4 years ago
- Replication of https://ssrn.com/abstract=3984925☆37Updated last year
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.☆28Updated 4 years ago
- Code repository for "Machine Learning and the Implementable Efficient Frontier" by Jensen, Kelly, Malamud, and Pedersen (2024)☆14Updated 3 months ago
- NYU Tandon lecture slides☆30Updated 3 weeks ago
- Implied volatility surface interpolation with shape-constrained bayesian neural network.☆15Updated 3 years ago