microprediction / monteprediction_colab_examplesLinks
Monte Carlo Submission Examples
☆17Updated last year
Alternatives and similar repositories for monteprediction_colab_examples
Users that are interested in monteprediction_colab_examples are comparing it to the libraries listed below
Sorting:
- Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…☆144Updated 3 years ago
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated 11 months ago
- ☆67Updated 4 months ago
- Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.☆54Updated 2 years ago
- SdePy: Numerical Integration of Ito Stochastic Differential Equations☆44Updated 4 years ago
- ☆14Updated 6 years ago
- ☆22Updated 3 weeks ago
- Replication codes for Deep Learning Credit Risk Modeling by Manzo, Qiao☆21Updated 3 years ago
- Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)☆54Updated 2 months ago
- JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python☆49Updated 2 years ago
- Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis☆25Updated 2 years ago
- ☆28Updated 5 months ago
- Portfolio optimization with cvxopt☆40Updated 9 months ago
- Large Deviations for volatility options☆13Updated 6 years ago
- Tool to support backtests☆46Updated this week
- ☆24Updated 3 years ago
- Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.☆11Updated 8 years ago
- Deep Learning methods to solve path-dependent PDEs / to price path-dependent derivatives like exotic options☆36Updated 3 years ago
- 📝 Introduction to Monte Carlo methods in Finance Workshop Materials☆21Updated 2 years ago
- ☆24Updated last year
- A Python Package for Portfolio Optimization using the Critical Line Algorithm☆27Updated 2 years ago
- A package for Shrinkage Estimation of Covariance Matrices☆29Updated last year
- Thesis support material☆11Updated 4 years ago
- ☆77Updated 4 years ago
- A portfolio management algorithm for the 21st century.☆93Updated 5 years ago
- Code and examples for the project on risk-constrained Kelly gambling☆28Updated 5 years ago
- esig python package☆49Updated 10 months ago
- Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization☆58Updated 3 years ago
- ☆18Updated 2 years ago
- Code and Notes for fat-tailed statistics.☆69Updated 8 months ago