"Deep Learning in Finance" course for Baruch MFE program - Fall 2025
☆45Dec 15, 2025Updated 3 months ago
Alternatives and similar repositories for DLinFinance_BaruchMFE2025
Users that are interested in DLinFinance_BaruchMFE2025 are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- QuantMinds Rough Volatility Workshop lectures☆47Nov 16, 2025Updated 4 months ago
- Computational Finance and FinTech / M.Sc. International Finance / Berlin School of Economics and Law Berlin☆17Jun 9, 2025Updated 9 months ago
- heat equation in tensorflow☆10Feb 14, 2017Updated 9 years ago
- Applied BERT based model to extract relations from 29 annual reports of listed companies and news; Used spaCy library and BERT model for …☆13Feb 2, 2022Updated 4 years ago
- A Battery Intraday Trading Engine, based on dynamic programming approximations, written in C++, wrapped for Python☆40Feb 5, 2026Updated last month
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click and start building anything your business needs.
- Utilizing AutoXGB for Credit Card Financial Fraud Detection☆12Dec 1, 2021Updated 4 years ago
- this project is developing to crawl stock A finance and trade data from website, process finance and trade data to get factors, and then …☆17Jan 12, 2023Updated 3 years ago
- A main CTA backtesting system and several research of utilizing machine learning on asset pricing☆15Dec 9, 2024Updated last year
- This repository contains the underlying code for the paper "Consistent and Replicable Estimation of Bilateral Climate Finance" by Toetzke…☆14Oct 24, 2022Updated 3 years ago
- Codebase for the Blogs of Famous Quantitative Research Algorithms☆16May 3, 2024Updated last year
- ☆35Jul 8, 2025Updated 8 months ago
- As a student majoring in Financial Mathematics, I think that python is a very useful tool to quantitative research. So I create this proj…☆16Sep 3, 2017Updated 8 years ago
- [PACIS 2024] The official repo for the paper: "Phase Space Reconstructed Neural Ordinary Differential Equations Model for Stock Price For…☆10May 21, 2025Updated 10 months ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Mar 23, 2017Updated 9 years ago
- DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- ☆15Oct 25, 2020Updated 5 years ago
- Thesis support material☆11Mar 28, 2021Updated 4 years ago
- Multivariate Volatility Models (ARCH) for stock prices and other time series☆20Sep 15, 2024Updated last year
- Scientific Machine Learning☆16Aug 12, 2025Updated 7 months ago
- A python implementation of the fast-reversion Heston model of Mechkov [2015, https://goo.gl/2awbrV], for FX purposes.☆13May 24, 2018Updated 7 years ago
- Reading notes and Python implementation for book "Machine Learning for Factor Investing" by Silkdust☆14Nov 21, 2023Updated 2 years ago
- Open-source portfolio analysis tools for DIY investors and finance enthusiasts.☆33Feb 11, 2026Updated last month
- PyTorch Implementation: "Optimizing the Latent Space of Generative Networks"☆23Mar 12, 2019Updated 7 years ago
- Implementation of the rough volatility model and its calibration☆10Jul 11, 2020Updated 5 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Quantitative finance research notebooks☆27Jan 24, 2020Updated 6 years ago
- ☆26Mar 23, 2025Updated last year
- Nonlinear Nonparametric Statistics☆101Mar 18, 2026Updated last week
- Survey of neural network methods for derivatives pricing and risks☆14Jul 5, 2022Updated 3 years ago
- ☆16Oct 25, 2023Updated 2 years ago
- Application guide for top MFE programs☆93Dec 11, 2025Updated 3 months ago
- The Smooth Forward Price Curve builder you never thought you needed☆27Mar 25, 2019Updated 7 years ago
- Baruch course - Market Microstructure☆14Feb 2, 2016Updated 10 years ago
- ☆29Jun 19, 2023Updated 2 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click and start building anything your business needs.
- Implemention of 101 formulaic alphas using qstrader☆45Jul 11, 2022Updated 3 years ago
- Implementations of Leading Algorithms in Quantitative Finance☆69Jun 10, 2017Updated 8 years ago
- Semi-automatic analysis of a financial series using Python.☆13Nov 30, 2021Updated 4 years ago
- A Repository for all the resources to learn finance through Python☆51Jul 3, 2023Updated 2 years ago
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Mar 18, 2026Updated last week
- Jpub 출간, 한국어 번역서를 위한 소스 코드 저장소입니다.☆14Oct 9, 2023Updated 2 years ago
- 雅虎财经新闻数据爬虫/Crawler for news on Yahoo! Finance.☆15Jul 18, 2017Updated 8 years ago