Alternatives and similar repositories for OxfordMBA

Users that are interested in OxfordMBA are comparing it to the libraries listed below

• AIM-IT4 / InterestRateModelsCpp
  ☆24Updated last year
• sebjai / Portfolio-Wasserstein-Ball
  Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…
  ☆13Updated last year
• rbeeli / dynamic_conditional_beta
  Modeling conditional betas with DCC-GARCH and COMFORT-DCC models with application in asset allocation.
  ☆16Updated 5 years ago
• MarcosCarreira / LimitOrderBooks
  Basic Limit Order Book functions
  ☆21Updated 7 years ago
• AIM-IT4 / StochasticModelsAssetPricing
  ☆18Updated last year
• elvinwangyh / Medium
  This repo is for my articles published on Medium.com
  ☆16Updated 2 years ago
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆38Updated 4 months ago
• luphord / yield_curve_dynamics
  A cursory look at the dynamics of zero coupon bond yield curves.
  ☆13Updated 2 years ago
• niknow / machine-learning-examples
  ☆23Updated 2 months ago
• Farmhouse121 / Wilmott-Articles
  This contains notebooks and scripts used to support my writing in WILMOTT Magazine.
  ☆17Updated last year
• enexqnt / RBAA
  Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference
  ☆25Updated 2 years ago
• sumit090594 / WQU-Projects
  Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…
  ☆28Updated 5 years ago
• BrianNingUT / ArbFreeIV-VAE
  Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.
  ☆33Updated 2 years ago
• electronicgore / finmarkets
  Financial Markets Microstructure course (UCPH, Masters in Econ)
  ☆20Updated 2 months ago
• RoughStochVol / regularity_structure_finance
  Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.
  ☆10Updated 7 years ago
• sylam / riskflow
  An xVA quantitative library written in python using tensorflow
  ☆18Updated 2 weeks ago
• LechGrzelak / PyStochasticVolatility
  This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…
  ☆15Updated 3 years ago
• nathanramoscfa / pyfinlab-legacy
  Financial applications focusing on portfolio management for Python
  ☆16Updated 2 years ago
• asaficontact / FX_forecasting_model
  Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"
  ☆31Updated 2 years ago
• cantaro86 / python-machine-learning-book-2nd-edition
  The "Python Machine Learning (2nd edition)" book code repository and info resource
  ☆14Updated 6 years ago
• RoughStochVol / small-time_asymptotics_fractional
  Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.
  ☆12Updated 8 years ago
• LongOnly / Option-Pricing-under-Uncertainty
  By means of stochastic volatility models
  ☆44Updated 5 years ago
• roederd / volatility_model_calibration_with_nn
  ☆16Updated 4 years ago
• omartinsky / HJM
  Heath–Jarrow–Morton model
  ☆12Updated 4 years ago
• asaficontact / learning_to_beat_the_random_walk
  In this project, I explore various machine learning techniques including Principal Component Analysis (PCA), Support Vector Machines (SVM…
  ☆10Updated 2 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 5 years ago
• AIM-IT4 / QuantitativeDerivativeModels
  ☆45Updated last year
• chicago-joe / Python-ML-for-Financial-Applications
  Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling
  ☆19Updated 5 years ago
• MarcosCarreira / Hawkes-With-Latency
  Hawkes with Latency
  ☆20Updated 4 years ago
• pingfcc99 / FixedIncomeQuantTrading
  ☆17Updated 7 years ago