Alternatives and similar repositories for ML-Finance_Group:

Users that are interested in ML-Finance_Group are comparing it to the libraries listed below

• vicaws / neuralSDE-marketmodel
  Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.
  ☆49Updated 2 years ago
• brnohu / CompFin
  This is a companion repository for lectures in ‘Finite Difference Methods for Financial Partial Differential Equations’ aka the ‘Saxo PUK…
  ☆38Updated 10 months ago
• nburgessx / QuantResearch
  Quant Research
  ☆71Updated 2 weeks ago
• RudyMorel / shadowing
  Implements Path Shadowing Monte Carlo (PSMC).
  ☆69Updated 3 months ago
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆59Updated 2 years ago
• gmanzog / DeepLearningCreditRiskModeling
  Replication codes for Deep Learning Credit Risk Modeling by Manzo, Qiao
  ☆21Updated 2 years ago
• vanessa-pizante / Deep-Optimal-Stopping
  Deep Optimal Stopping Project
  ☆16Updated 5 years ago
• mChataign / DupireNN
  Neural network local volatility with dupire formula
  ☆76Updated 3 years ago
• deepintomlf / mlfbook
  ☆71Updated 3 years ago
• milenavuletic / VolGAN
  Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"
  ☆62Updated 2 weeks ago
• LouisChen1992 / Deep_Learning_Asset_Pricing
  ☆28Updated 4 years ago
• Jordylek / VolatilityIsMostlyPathDependent
  Code for the paper Volatility is (mostly) path-dependent
  ☆59Updated last year
• mChataign / Beyond-Surrogate-Modeling-Learning-the-Local-Volatility-Via-Shape-Constraints
  Repository attached to the paper with the same name.
  ☆21Updated 3 years ago
• Yizhan-Oliver-Shu / jump-models
  Statistical Jump Models in Python, with scikit-learn-style APIs
  ☆63Updated 2 months ago
• YuMan-Tam / deep-hedging
  Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.
  ☆156Updated 4 years ago
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆117Updated last year
• alexandrecarbonneau / Equal-risk-pricing-with-deep-hedging
  This notebook presents an example of the equal risk pricing framework with deep hedging from my paper Carbonneau, A. and Godin, F. (2020)…
  ☆15Updated 3 years ago
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆154Updated this week
• Dagalon / PyStochasticVolatility
  This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…
  ☆96Updated 2 months ago
• alexandrecarbonneau / Deep-Hedging-of-Long-Term-Financial-Derivatives
  This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.
  ☆27Updated 4 years ago
• differential-machine-learning / notebooks
  Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…
  ☆141Updated 2 years ago
• JamesSullivan / temporalCN
  Implementation of 2019 Quant GANs: Deep Generation of Financial Time Series paper
  ☆29Updated last year
• nburgessx / Papers
  My Quant Research Papers (incl. Coding & Excel Examples)
  ☆110Updated 3 weeks ago
• cvxgrp / cov_pred_finance
  ☆63Updated last month
• HeKrRuTe / OptStopRandNN
  code for "Optimal Stopping via Randomized Neural Networks"
  ☆52Updated 11 months ago
• AIM-IT4 / QuantitativeDerivativeModels
  ☆45Updated last year
• yolsever / ML-in-equity-prediction
  My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"
  ☆49Updated 4 years ago
• CFMTech / Deep-RL-for-Portfolio-Optimization
  Deep Reinforcement Learning for Portfolio Optimization
  ☆113Updated 4 years ago
• dkyol / Asset-Pricing-Model
  PyTorch autoencoder implementation of asset pricing model using monthly returns/metrics
  ☆40Updated 4 years ago
• imanolperez / market_simulator
  Market simulator
  ☆60Updated 4 years ago