Pricing weather futures using an ARIMA model and 8 years' worth of scraped weather data.
☆25Aug 23, 2018Updated 7 years ago
Alternatives and similar repositories for pricing-weather-derivatives
Users that are interested in pricing-weather-derivatives are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Implementing a comprehensive Quantitative Momentum Strategy to optimize portfolio allocation. The strategy integrates two key financial i…☆14Jul 29, 2023Updated 2 years ago
- Blazing fast Julia backtester.☆19Mar 23, 2026Updated last week
- Source code for Hierarchical Probabilistic Forecasting of Electricity Demand with Smart Meter Data by Ben Taieb, Souhaib, Taylor, James, …☆10Sep 4, 2019Updated 6 years ago
- Short-term load forecasting with machine learning☆10Nov 11, 2021Updated 4 years ago
- This project implements machine learning algorithm to predict stock index futures price by matching recent futures price and volume with …☆16Dec 9, 2016Updated 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.
- Light package for connectivity estimation and analysis of neuroimaging data (e.g. fMRI). It relies on the multivariate Ornstein-Uhlenbeck…☆13Jan 30, 2026Updated 2 months ago
- Code to create rich harmonised geographic data for PV installations from OpenStreetMap and other sources☆28Oct 22, 2021Updated 4 years ago
- A set of data-driven solutions for solar energy challenges.☆13Jan 3, 2022Updated 4 years ago
- ☆17Mar 2, 2026Updated 3 weeks ago
- A collection of trading bot strategies for goxtool☆21Jan 7, 2014Updated 12 years ago
- Mean preserving interpolation with splines for 1-D data series☆14Feb 25, 2024Updated 2 years ago
- Inpainting Fluid Dynamics with Tensor Decomposition (NumPy). Blog post: https://medium.com/p/d84065fead4d☆14Aug 15, 2023Updated 2 years ago
- Life Insurance Premium and Reserves Valuation☆12Sep 12, 2020Updated 5 years ago
- Create a datawarehouse using Django: serializers, ORM, slowly changing dimensions ...☆18Apr 22, 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.
- Program to forecast Barley crop yields in the North Western United States☆10Oct 2, 2020Updated 5 years ago
- ☆16Oct 23, 2025Updated 5 months ago
- Samson's MIT Master's Degree Thesis: "Multi-Agent Deep Reinforcement Learning and GAN-Based Market Simulation for Derivatives Pricing and…☆23Sep 8, 2023Updated 2 years ago
- Python Code for Meucci Related Blog Posts☆16Jul 5, 2016Updated 9 years ago
- Reinforcement learning environment for trading☆15Jan 27, 2018Updated 8 years ago
- Get discount factors and zero rates from interest rate swaps☆11Mar 1, 2018Updated 8 years ago
- Multi Task Learning Time Series Momentum☆25May 18, 2024Updated last year
- Fitting an SVI model using Zeliade's method in Python with Pandas☆13May 13, 2015Updated 10 years ago
- Calculate futures contango rolldown for popular 30 day avg maturity VIX ETFs such as SVXY and XIV☆14Jun 12, 2023Updated 2 years ago
- Wordpress hosting with auto-scaling on Cloudways • AdFully Managed hosting built for WordPress-powered businesses that need reliable, auto-scalable hosting. Cloudways SafeUpdates now available.
- Uncertainty quantification for data-driven weather models.☆14Apr 9, 2025Updated 11 months 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
- The Smooth Forward Price Curve builder you never thought you needed☆27Mar 25, 2019Updated 7 years ago
- AWS Quick Start Team☆23Oct 3, 2024Updated last year
- Functions from the book "Reinsurance: Actuarial and Statistical Aspects"☆24Feb 27, 2026Updated last month
- ☆11Oct 24, 2021Updated 4 years ago
- OCF's DataPipe based dataloader for training and inference☆14Jun 2, 2025Updated 9 months ago
- Fixed-Income-Quant-Trading Projects☆15Jul 21, 2018Updated 7 years ago
- ☆12Apr 25, 2019Updated 6 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.
- obsio is a Python package that provides a consistent generic interface for accessing weather and climate observations from multiple diffe…☆18May 14, 2021Updated 4 years ago
- ☆15Apr 5, 2022Updated 3 years ago
- Market Arbitrage Dual-Listing Algorithmic Delta (Neutral) is a delta-neutral market-making algorithm that trades on the illiquid market …☆14Dec 30, 2021Updated 4 years ago
- Automated tasks for importing, exporting and managing Meteostat data.☆13May 7, 2024Updated last year
- Validate on a table in a DB, using dbplyr☆33Jun 3, 2022Updated 3 years ago
- Redux store enhancer to dispatch common React Native events☆13Mar 9, 2017Updated 9 years ago
- My take on ECLIPSE solar nowcasting DL paper☆14Oct 29, 2021Updated 4 years ago