microprediction / monteprediction_colab_examplesLinks
Monte Carlo Submission Examples
☆16Updated 8 months ago
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:
- Compile risk with cvxpy☆13Updated this week
- Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.☆51Updated 2 years ago
- Underlying package for the 10-line cta☆12Updated this week
- ☆24Updated last year
- ☆65Updated 2 weeks ago
- Robust Bond Portfolio Construction via Convex-Concave Saddle Point Optimization☆13Updated last year
- Replication codes for Deep Learning Credit Risk Modeling by Manzo, Qiao☆21Updated 3 years ago
- A Python Package for Portfolio Optimization using the Critical Line Algorithm☆27Updated last year
- Economic models and things in Pytorch☆21Updated 7 years ago
- Portfolio optimization with cvxopt☆38Updated 4 months ago
- Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.☆21Updated last year
- ☆26Updated last week
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated 6 months ago
- Entropy Pooling in Python with a BSD 3-Clause license.☆40Updated 7 months ago
- Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis☆24Updated 2 years ago
- SdePy: Numerical Integration of Ito Stochastic Differential Equations☆43Updated 3 years ago
- Large Deviations for volatility options☆13Updated 6 years ago
- Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…☆143Updated 2 years ago
- Implementation of the Deep xVA Solver of Gnoatto, Picarelli and Reisinger (2020) https://arxiv.org/abs/2005.02633☆16Updated 4 years ago
- Portfolio Construction using Stratified Models☆11Updated 4 years ago
- ☆50Updated last year
- 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…☆63Updated 2 months ago
- ☆19Updated 6 years ago
- esig python package☆48Updated 5 months ago
- JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python☆44Updated 2 years ago
- Complement the article 'Differential Machine Learning' (Huge & Savine, 2020), including mathematical proofs and important implementation …☆27Updated 2 years ago
- ☆13Updated 5 years ago
- Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization☆14Updated 8 months ago
- 📝 Introduction to Monte Carlo methods in Finance Workshop Materials☆19Updated 2 years ago
- ☆20Updated 2 years ago