robertmartin8 / ElectrodynamicsPy
Implementing some electrodynamics stuff in python
β15Updated 7 years ago
Alternatives and similar repositories for ElectrodynamicsPy
Users that are interested in ElectrodynamicsPy are comparing it to the libraries listed below
Sorting:
- Compile risk with cvxpyβ13Updated 3 weeks ago
- π Introduction to Monte Carlo methods in Finance Workshop Materialsβ19Updated 2 years ago
- Computational Finance: option-pricing and risk-management models; Final Project: Pricing a Multi-Asset American Put Option by a Finite Elβ¦β10Updated 7 years ago
- Sensitivity Analysis in Python - Gradient DataFrames and Hex-Bin Plotsβ15Updated 2 years ago
- mysql/MariaDB stock price databaseβ19Updated 4 years ago
- Underlying package for the 10-line ctaβ12Updated this week
- A Python Package for Portfolio Optimization using the Critical Line Algorithmβ27Updated last year
- Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agentsβ22Updated 6 years ago
- Monte Carlo Submission Examplesβ16Updated 7 months ago
- Code implementation of the Quantigic 101 Formulaic Alphasβ10Updated 6 years ago
- This aims to be a collection of tools for performing Bayesian parameter estimation and model selection on stochastic processes. The immedβ¦β11Updated 3 years ago
- Julia and Python programs that implement some of the tools described in my book "Stochastic Methods in Asset Pricing" (SMAP), MIT Press 2β¦β23Updated 4 years ago
- A framework for detecting misreported returns in hedge funds.β16Updated 5 years ago
- An Excel integration of OpenGamma Strata.β13Updated 3 years ago
- Convex optimization over risk-neutral probabilities.β15Updated 5 years ago
- β13Updated 5 years ago
- A Python library implementing Bayesian methods for solving estimation and forecasting problems in time series analysisβ21Updated 8 years ago
- Tools for investing in Pythonβ44Updated 3 years ago
- Development space for PhD in Financeβ33Updated 5 years ago
- β10Updated 5 years ago
- Economic models and things in Pytorchβ21Updated 7 years ago
- Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.β21Updated last year
- Crowd-sourced links for economists, esp. in financial economics with computational interests.β21Updated 6 years ago
- Predicting option prices using Black-Scholes model and deep learning networksβ8Updated 5 years ago
- Predicting stock prices using Geometric Brownian Motion and the Monte Carlo methodβ36Updated 4 years ago
- Finance 6470: Derivatives Marketsβ10Updated 4 years ago
- Python codes and Jupyter Notebooks for the Dow Jones DNA NLP applied research paper.β16Updated 6 years ago
- β26Updated 3 months ago
- β18Updated 5 years ago
- Numerical methods (e.g., binomial trees, Monte Carlo, and finite different methods) for option pricingβ19Updated 6 years ago