quantgirluk / Quant-Girl-BlogLinks
πΎ This repository contains files related to my personal website. Charts, Jupyter notebooks, random notes, etc.
β18Updated last year
Alternatives and similar repositories for Quant-Girl-Blog
Users that are interested in Quant-Girl-Blog are comparing it to the libraries listed below
Sorting:
- π Introduction to Monte Carlo methods in Finance Workshop Materialsβ21Updated 2 years ago
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, sβ¦β64Updated 7 months ago
- β14Updated 6 years ago
- Loose collection of Jupyter notebooks, mostly for my blogβ28Updated last year
- β12Updated 2 years ago
- Portfolio optimization with cvxoptβ40Updated 9 months ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooksβ38Updated 5 years ago
- Volatility models for stock prices using deep learning and mixture models.β16Updated 3 years ago
- Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modelingβ19Updated 6 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.β17Updated last year
- β23Updated last week
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677β65Updated 3 years ago
- This R Shiny App utilizes the Hierarchical Equal Risk Contribution (HERC) approach, a modern portfolio optimization method developed by Rβ¦β15Updated last year
- Development space for PhD in Financeβ33Updated 5 years ago
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeriβ33Updated 4 years ago
- A Quantitative Finance Engineering Projectβ14Updated 2 years ago
- Code for Machine Learning for Algorithmic Trading, 2nd edition.β19Updated 3 years ago
- Replication codes for Deep Learning Credit Risk Modeling by Manzo, Qiaoβ21Updated 3 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.