Python versions of nearest correlation matrix algorithms
☆40Jan 16, 2019Updated 7 years ago
Alternatives and similar repositories for nearest_correlation
Users that are interested in nearest_correlation are comparing it to the libraries listed below
Sorting:
- correlationMatrix is a Python powered library for the statistical analysis and visualization of correlations☆14Dec 17, 2024Updated last year
- ☆10Jun 8, 2017Updated 8 years ago
- Advancing in Financial Machine Learning☆16Feb 27, 2020Updated 6 years ago
- Non-Linear Covariance Shrinkage☆14Jan 1, 2022Updated 4 years ago
- Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.☆76Feb 5, 2018Updated 8 years ago
- This repo contains lecture notes and HW for Baruch MTH9875 Volatility Surface☆25Dec 9, 2017Updated 8 years ago
- ☆34Jun 30, 2025Updated 8 months ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆57Jul 6, 2023Updated 2 years ago
- Code for the paper Volatility is (mostly) path-dependent☆74Mar 22, 2024Updated last year
- ☆35Feb 4, 2019Updated 7 years ago
- Implementation of the Longstaff-Schwartz (American Monte Carlo) algorithm for pricing options and other derivatives with early-exercise f…☆24Jun 24, 2020Updated 5 years ago
- ☆11Jun 12, 2023Updated 2 years ago
- ☆12Sep 23, 2025Updated 5 months ago
- ☆26Mar 8, 2019Updated 6 years ago
- awesome-financial-networks☆39Jul 15, 2019Updated 6 years ago
- Follow this "Urban Roast" demo tutorial series to power your app with Visualize.js!☆11Oct 10, 2023Updated 2 years ago
- ☆10Mar 31, 2025Updated 11 months ago
- dateroll makes working with 📅 dates less painful.☆12Apr 17, 2025Updated 10 months ago
- Modelling the Multiwavelength Variability of Mrk-335 using Gaussian processes☆12May 30, 2022Updated 3 years ago
- A distributed data flow and computation system that runs on transactional messaging infrastructure☆11Oct 22, 2022Updated 3 years ago
- A solution describing data-processing design pattern for streaming data through Kinesis and Spark Streaming at real-time.☆39Jun 11, 2024Updated last year
- Algorithm which quotes bid and ask prices for a stock and its options continuously by defining a bid-ask spread. Further, outstanding del…☆10Jan 11, 2026Updated last month
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 years ago
- A connector to integrate FreeSWITCH and OpenERP/Odoo☆14May 16, 2016Updated 9 years ago
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …☆12Jul 10, 2021Updated 4 years ago
- Reference implementation of Thin and Deep Gaussian Processes (NeurIPS 2023)☆14Nov 25, 2024Updated last year
- ☆10Feb 11, 2026Updated 3 weeks ago
- API-First approach to make Machine Learning solution usable☆13Jan 26, 2019Updated 7 years ago
- MATLAB code for Stein Point Markov Chain Monte Carlo.☆13Jul 3, 2019Updated 6 years ago
- ☆12Jan 25, 2018Updated 8 years ago
- Guidance for Organization on AWS☆12Nov 26, 2025Updated 3 months ago
- ☆11Nov 26, 2024Updated last year
- Calibration and pricing options in Heston model☆14Dec 24, 2017Updated 8 years ago
- Source, data, and docs for the MobilityDB workshop☆10Aug 29, 2025Updated 6 months ago
- ☆12Oct 19, 2014Updated 11 years ago
- ☆12Oct 25, 2023Updated 2 years ago
- Transfer Family FTP/SFTP server with password authentication sample with TypeScript CDK☆11Nov 17, 2025Updated 3 months ago
- ☆12Jun 11, 2024Updated last year
- ☆10Dec 13, 2023Updated 2 years ago