Library for stochastic process simulation
☆14May 22, 2023Updated 3 years ago
Alternatives and similar repositories for ito_diffusions
Users that are interested in ito_diffusions are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Quant finance scripts☆15Apr 13, 2025Updated last year
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 years ago
- A numerical library for High-Dimensional option Pricing problems, including Fourier transform methods, Monte Carlo methods and the Deep G…☆29May 22, 2020Updated 6 years ago
- Get breakeven volatility through Delta Hedging and Gamma Hedging; Fit the volatility smile by SABR and SVI model☆18Feb 21, 2020Updated 6 years ago
- Full Python implementation of the Heston pricing algorithm developed in the article by Leif Anderson and Mark Lake in their article Robus…☆22Jun 28, 2020Updated 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.
- An INRIA beamer template☆15Nov 19, 2019Updated 6 years ago
- Reinforcement learning tutorials using the rlberry library.☆18Jan 9, 2023Updated 3 years ago
- Options Pricing using Finite Difference Methods☆16May 24, 2017Updated 9 years ago
- Using TensorRT and Triton Server to build BERT model as a service☆13Jan 10, 2022Updated 4 years ago
- Volatility models for stock prices using deep learning and mixture models.☆15Aug 20, 2022Updated 4 years ago
- Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.☆12Sep 29, 2017Updated 9 years ago
- Quantitative Finance exercises from Mark Joshi's textbooks☆15Dec 17, 2013Updated 12 years ago
- ☆11Jun 9, 2021Updated 5 years ago
- Variance Gamma distribution (Python): pdf, cdf, rand and fit.☆11Mar 8, 2018Updated 8 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- A trading algorithm utilizing a Naive Bayes classifier to predict expected returns, GARCH (1,1) volatility forecasting, and the Markowitz…☆10Dec 22, 2017Updated 8 years ago
- Multivariate Volatility Models (ARCH) for stock prices and other time series☆20Sep 15, 2024Updated 2 years ago
- Python-written project that utilizes Time Series analysis, along with a Linear Regression model, to forecast the price of the Japanese Ye…☆10Jan 22, 2021Updated 5 years ago
- A reservoir computing implementation in Mathematica for financial time series prediction.☆12Jul 22, 2015Updated 11 years ago
- Valuation and optimisation of commodity storage (Python and .NET).☆10May 26, 2020Updated 6 years ago
- ☆13Oct 24, 2013Updated 13 years ago
- Hedging options by using Monte Carlo simulations or real data☆12Aug 11, 2021Updated 5 years ago
- 李鲁鲁老师的 Copilot-Python 学习。和ChatGPT等大语言模型协同进化。☆10Jun 3, 2025Updated last year
- OnlieProgramming server, client and instructions.☆12Oct 18, 2021Updated 5 years ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- ☆13Apr 27, 2018Updated 8 years ago
- TensorFlow implementation of the HARNet model for realized volatility forecasting.☆29Jul 16, 2023Updated 3 years ago
- Replication of the paper "Bayesian Convolutional Neural Networks with Bernoulli Approximate Variational Inference" - Yarin Gal, Zoubin Gh…☆11Mar 23, 2018Updated 8 years ago
- I use TVP-VAR methodology with a stochastic volatility model to investigate the forecasting performance on macroeconomic variables. In pa…☆11Nov 17, 2019Updated 6 years ago
- A python-based implementation of the HAR model to forecast realized volatility on SPY.☆28Jun 22, 2020Updated 6 years ago
- Numerical Methods in Finance☆20Jun 8, 2018Updated 8 years ago
- ☆14Mar 30, 2025Updated last year
- Use ARIM, GARCH and VAR(Vector Autoregression Model) models to forecast the trend and value of the USD/EUR exchange rate.☆10Mar 21, 2021Updated 5 years ago
- Price options analytically given stock price characteristic function☆17Nov 4, 2015Updated 10 years ago
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- ☆16Jun 3, 2019Updated 7 years ago
- A hands-on introduction to Support Vector Machines using Mathematica (c)☆13Sep 2, 2018Updated 8 years ago
- Mock test for Flow Traders mental maths test☆20May 2, 2020Updated 6 years ago
- 基于adaboost的SVM预测股票价格☆11Mar 4, 2018Updated 8 years ago
- This is some work on option prcing and greeks calculation for dynamic hedge. These functions are numerical pricing methods employed to re…☆18Feb 3, 2021Updated 5 years ago
- A lightweight Java implementation of Levenberg-Marquardt algorithm☆11Aug 12, 2015Updated 11 years ago
- A Fast, Portable Deep Reinforcement Learning Library for Continuous Control☆13Jul 26, 2023Updated 3 years ago