paiforsyth / ML-Finance_GroupView external linksLinks
☆61Feb 19, 2024Updated last year
Alternatives and similar repositories for ML-Finance_Group
Users that are interested in ML-Finance_Group are comparing it to the libraries listed below
Sorting:
- Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"☆37Mar 25, 2023Updated 2 years ago
- MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series☆17Sep 5, 2025Updated 5 months ago
- Trellis is a Python framework for research into deep hedging☆23May 13, 2021Updated 4 years ago
- Artificial stock market (ASM) with Julia language.☆10Aug 10, 2021Updated 4 years ago
- ☆10Jul 29, 2020Updated 5 years ago
- This project is a Python demonstrator for the stochastic grid bundling method (SGBM) to solve backward stochastic differential equations …☆12Nov 19, 2018Updated 7 years ago
- Net Present Value (NPV) Simulation for Python☆14Aug 12, 2019Updated 6 years ago
- Recurrent Neural Filters for Time Series Prediction☆23Mar 27, 2020Updated 5 years ago
- code for turning data sets into trading strategies☆39Dec 8, 2025Updated 2 months ago
- Complement the article 'Differential Machine Learning' (Huge & Savine, 2020), including mathematical proofs and important implementation …☆28Oct 5, 2022Updated 3 years ago
- ☆10Jul 16, 2020Updated 5 years ago
- Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.☆162Jan 17, 2021Updated 5 years ago
- code for "Neural Jump Ordinary Differential Equations"☆30Feb 16, 2023Updated 2 years ago
- Implementation of the [Hierarchical (Sig-Wasserstein) GAN] algorithm for large dimensional Time Series Generation: https://doi.org/10.390…☆17Nov 28, 2022Updated 3 years ago
- Log-periodic power laws for critical phenomena☆14Nov 22, 2018Updated 7 years ago
- ☆10Jun 8, 2017Updated 8 years ago
- Convert unstructured text into structured datasets☆21Aug 17, 2025Updated 5 months ago
- ☆34Nov 2, 2018Updated 7 years ago
- Fear and volatility in crypto markets☆14Dec 8, 2022Updated 3 years ago
- A cursory look at the dynamics of zero coupon bond yield curves.☆15Dec 26, 2022Updated 3 years ago
- Hierarchical Change-Point Detection☆14Oct 25, 2018Updated 7 years ago
- This is the repository for the Models of Sequence Data 2020 Edition for the project DeepFolio☆16Dec 17, 2020Updated 5 years ago
- Straight port of Emily Fox's Beta Process Auto Regressive Hidden Markov Model package☆14Jul 14, 2015Updated 10 years ago
- Illustration of the decorrelation method to perform backtesting on correlated data.☆20Nov 17, 2024Updated last year
- [Quantitative Finance 2019] Sovereign Risk Zones in Europe During and After the Debt Crisis☆13May 12, 2020Updated 5 years ago
- Graphical Models in Heavy-Tailed Markets (NeurIPS 2021)☆40May 28, 2023Updated 2 years ago
- Python tools to quantitatively manage financial risk☆69Nov 16, 2019Updated 6 years ago
- Robust bayesian online changepoint detection with model selection☆24Dec 1, 2018Updated 7 years ago
- Neural network local volatility with dupire formula☆79Jun 15, 2021Updated 4 years ago
- https://arxiv.org/abs/1805.01104☆122Dec 2, 2020Updated 5 years ago
- Hawkes with Latency☆20Jan 16, 2021Updated 5 years ago
- PyTorch implementation for "Probabilistic Circuits for Variational Inference in Discrete Graphical Models", NeurIPS 2020☆17Oct 11, 2021Updated 4 years ago
- I wrote a Master's in Finance thesis on Monte Carlo simulation of the Multifractal Model of Asset Returns. This is a model developed in t…☆47Nov 26, 2020Updated 5 years ago
- Vollab (Volatility Laboratory) is a python package for testing out different approaches to volatility modelling within the field of mathe…☆18Apr 30, 2021Updated 4 years ago
- Deep learning for forecasting company fundamental data☆141Jul 23, 2019Updated 6 years ago
- This repo contains lecture notes and HW for Baruch MTH9875 Volatility Surface☆25Dec 9, 2017Updated 8 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆86Feb 25, 2024Updated last year
- Differentiable Gaussian Process implementation for PyTorch☆22Jul 8, 2018Updated 7 years ago
- Economic models and things in Pytorch☆21Nov 30, 2017Updated 8 years ago