☆61Feb 19, 2024Updated 2 years ago
Alternatives and similar repositories for ML-Finance_Group
Users that are interested in ML-Finance_Group are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"☆37Mar 25, 2023Updated 3 years ago
- MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series☆17Sep 5, 2025Updated 6 months ago
- ☆10Jul 29, 2020Updated 5 years ago
- Alpha model skeletons & examples☆12Nov 8, 2023Updated 2 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
- 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.
- An xVA quantitative library written in python using tensorflow☆18Updated this week
- Complement the article 'Differential Machine Learning' (Huge & Savine, 2020), including mathematical proofs and important implementation …☆28Oct 5, 2022Updated 3 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
- Trellis is a Python framework for research into deep hedging☆23May 13, 2021Updated 4 years ago
- This is a Python package wrapper around the C solver for the l1 trend filtering algorithm written by Kwangmoo Koh, Seung-Jean Kim and Ste…☆22Jul 4, 2018Updated 7 years ago
- Artificial stock market (ASM) with Julia language.☆10Aug 10, 2021Updated 4 years ago
- code for turning data sets into trading strategies☆39Dec 8, 2025Updated 3 months ago
- Net Present Value (NPV) Simulation for Python☆14Aug 12, 2019Updated 6 years ago
- Implementation of the paper <Model-based Reinforcement Learning for Predictions and Control for Limit Order Books (Wei et al., J.P. Morga…☆11Aug 22, 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.
- Recurrent Neural Filters for Time Series Prediction☆23Mar 27, 2020Updated 6 years ago
- ☆10Jul 16, 2020Updated 5 years ago
- ☆33Nov 2, 2018Updated 7 years ago
- Applying Differential Machine Learning to Calibrate Heston Model☆22Sep 24, 2023Updated 2 years ago
- Dαrwinex Alpha Team's Open Source R&D Pipeline for DARWIN Portfolio Management: The Mendel Framework, in Python 3 (www.darwinex.com)☆23Aug 19, 2020Updated 5 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆27Aug 29, 2020Updated 5 years ago
- Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.☆162Jan 17, 2021Updated 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
- code for "Neural Jump Ordinary Differential Equations"☆31Feb 16, 2023Updated 3 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.
- Straight port of Emily Fox's Beta Process Auto Regressive Hidden Markov Model package☆14Jul 14, 2015Updated 10 years ago
- ☆16Feb 19, 2024Updated 2 years ago
- ☆10Jun 8, 2017Updated 8 years ago
- This repo contains lecture notes and HW for Baruch MTH9875 Volatility Surface☆25Dec 9, 2017Updated 8 years ago
- ☆15Oct 20, 2020Updated 5 years ago
- ☆16Dec 12, 2024Updated last year
- Hierarchical Change-Point Detection☆15Oct 25, 2018Updated 7 years ago
- Convert unstructured text into structured datasets☆25Updated this week
- A cursory look at the dynamics of zero coupon bond yield curves.☆15Dec 26, 2022Updated 3 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- Implementation of Modern Portfolio Theory and Black Litterman Model☆20Aug 2, 2022Updated 3 years ago
- Research repo for reinforcement learning–based deep hedging of SPX & SPY options☆19Dec 8, 2025Updated 3 months ago
- Neural network local volatility with dupire formula☆80Jun 15, 2021Updated 4 years ago
- [Quantitative Finance 2019] Sovereign Risk Zones in Europe During and After the Debt Crisis☆13May 12, 2020Updated 5 years ago
- Files for Python Talk☆25Jun 4, 2016Updated 9 years ago
- PyTorch implementation for "Probabilistic Circuits for Variational Inference in Discrete Graphical Models", NeurIPS 2020☆17Oct 11, 2021Updated 4 years ago
- ☆20Jun 16, 2020Updated 5 years ago