pouyaardehkhani / FinancialAnalysisLinks
This notebook provides some skills to perform financial analysis on economical data.
☆24Updated 3 years ago
Alternatives and similar repositories for FinancialAnalysis
Users that are interested in FinancialAnalysis are comparing it to the libraries listed below
Sorting:
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- Credit Value Adjustment (CVA) calculation for interest rate swaps using a risk neutral Libor Market Model (LMM) calibrated to european sw…☆16Updated 6 years ago
- applications for risk management through computational portfolio construction methods☆43Updated 5 years ago
- Plotting the Efficient Frontier in Python. Inspired by Markowitz Modern Portfolio Theory.☆18Updated 4 years ago
- This is a sentiment trading strategy, written in Python, and applying NLP on 10-K's from the SEC EDGAR database.☆10Updated 3 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 3 years ago
- This repository contains dataset for paper FedNLP: An interpretable NLP System to Decode Federal Reserve Communications, published in SIG…☆14Updated last year
- Portfolio optimization with cvxopt☆40Updated 7 months ago
- factor return calculation, mean-variance / Black&Litterman portfolio optimization, risk decomposition☆30Updated 6 years ago
- Alpha Generation using Data Science and Quantitative Analysis with integrated Risk Model☆48Updated 4 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆30Updated 5 years ago
- detecting regime of financial market☆40Updated 2 years ago
- Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"☆35Updated 2 years ago
- Python Jupyter Notebooks for Financial Portfolio Optimization☆36Updated 7 years ago
- Using Python and Tushare financial database☆29Updated last year
- Quantitative analysis of fundamentals in quarterly reports by Machine Learning☆22Updated 5 years ago
- ☆19Updated 8 years ago
- ☆31Updated last week
- This repository is the result of our work for the course CSCI-SHU 360 Machine Learning☆70Updated 4 years ago
- Predictive yield curve modeling in reduced dimensionality☆44Updated 2 years ago
- Codes for the paper 'Clustering Approaches for Global Minimum Variance Portfolio'☆22Updated 3 years ago
- This notebook is devoted to exploring some aspects of the Capital Asset Pricing Model (CAPM) using Python☆18Updated 6 years ago
- Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & …☆36Updated last year
- Fama French model on a subset of Canadian Equity data with Python☆48Updated 6 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆14Updated 2 years ago
- Implements different approaches to tactical and strategic asset allocation☆39Updated 8 months ago
- Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine…☆48Updated 5 months ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- Our project extends the classical models such as Vasicek and CIR to incorporate the effects of jump-risks in the market. We explore moder…☆11Updated 4 years ago
- Stock Market Price Prediction: Used machine learning algorithms such as Linear Regression, Logistics Regression, Naive Bayes, K Nearest N…☆25Updated 5 years ago