π Introduction to Monte Carlo methods in Finance Workshop Materials
β23Jan 15, 2023Updated 3 years ago
Alternatives and similar repositories for ICMM
Users that are interested in ICMM are comparing it to the libraries listed below
Sorting:
- π A collection of notes exploring Quantitative Finance concepts with Pythonβ99Sep 6, 2025Updated 5 months ago
- πΎ This repository contains files related to my personal website. Charts, Jupyter notebooks, random notes, etc.β18Oct 31, 2024Updated last year
- π¦ Python library to create Fan Charts as introduced by the Bank of England in 1996β19Jan 16, 2024Updated 2 years ago
- Source code for Hierarchical Probabilistic Forecasting of Electricity Demand with Smart Meter Data by Ben Taieb, Souhaib, Taylor, James, β¦β10Sep 4, 2019Updated 6 years ago
- A Hybrid Method of Exponential Smoothing and Recurrent Neural Networks for Multivariate Time Series Forecastingβ13Oct 25, 2022Updated 3 years ago
- Profit-driven demand forecasting with gradient boosted treesβ10Mar 28, 2023Updated 2 years ago
- β14Oct 7, 2019Updated 6 years ago
- β12Dec 19, 2019Updated 6 years ago
- πA dash app showing Interactive Visualisation of the Yield Curve UK and USβ41Dec 3, 2025Updated 3 months ago
- Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimizationβ38May 13, 2024Updated last year
- FinRAD: Financial Readability Assessment Dataset - 13,000+ Definitions of Financial Terms for Measuring Readabilityβ15Nov 2, 2024Updated last year
- Forecasting with Hyper-Treesβ20Aug 8, 2025Updated 6 months ago
- Quantitative risk and performance analysis package for financial time series powered by the Julia language.β15Feb 2, 2026Updated last month
- Quant finance scriptsβ15Apr 13, 2025Updated 10 months ago
- β12Sep 11, 2023Updated 2 years ago
- β15Aug 3, 2021Updated 4 years ago
- Analytics labs notebooks for Statistics and Business School studentsβ33Feb 2, 2026Updated last month
- A Quantitative Finance Engineering Projectβ15Apr 18, 2023Updated 2 years ago
- Networkx implementation of the SIS epidemic model for large and heterogeneous networksβ18Aug 12, 2023Updated 2 years ago
- Python Monte Carlo Simulation to model returns from randomly generated portfolios against a benchmark index.β23Jan 25, 2015Updated 11 years ago
- Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.β22May 8, 2024Updated last year
- Codes for the paper 'Clustering Approaches for Global Minimum Variance Portfolio'β22Jul 13, 2022Updated 3 years ago
- πΌοΈ Data Visualisation with Plotly Cookbookβ26Feb 24, 2025Updated last year
- ProFeld: survival analysis, predictive maintenance, churn analysis, and remaining useful life prediction in Pythonβ22Mar 17, 2023Updated 2 years ago
- TA-Lib Tutorial (see https://www.ta-lib.org/)β22Mar 11, 2021Updated 4 years ago
- Financial Modeling Course with Python and Excelβ24Dec 10, 2023Updated 2 years ago
- Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosisβ27Nov 29, 2022Updated 3 years ago
- Distributional Gradient Boosting Machinesβ28Dec 13, 2022Updated 3 years ago
- Piecewise Deterministic Markov Processes in Juliaβ21Feb 11, 2026Updated 3 weeks ago
- β25Jun 15, 2020Updated 5 years ago
- An adapted PyTorch implementation of a Deep Recurrent Survival Analysis model.β21Apr 12, 2023Updated 2 years ago
- Syllabus and exercises for "Data Science for Finance," a course taught in the Masters of Financial Engineering program at UC Berkeley's Hβ¦β24Jun 6, 2017Updated 8 years ago
- Second coursework & case from Sber Data Science competition. Links to scientific papers to which I will refer will be here.β13Nov 12, 2021Updated 4 years ago
- Time series forecasting with tree ensemblesβ13Sep 5, 2021Updated 4 years ago
- β11May 17, 2024Updated last year
- Estimate the frequency and severity of claims to compute prior and posterior premiums. The GLM method is used with Poisson, Negative Binβ¦β10Apr 26, 2018Updated 7 years ago
- FiscalSim US is a microsimulation model of the US federal and state tax and benefit system relating to households and individuals.β11Dec 20, 2024Updated last year
- A library of techniques for local interpretation of machine learning modelsβ10Mar 24, 2023Updated 2 years ago
- A research project and comparative study on various Active Noise Cancellation Algorithms like FxLMS, EMFN, Chebyshev filter and Hammersteβ¦β10Jul 3, 2022Updated 3 years ago