shehio / Everything-Financial-Engineering
Links for the most relevant topics
☆28Updated 4 years ago
Related projects ⓘ
Alternatives and complementary repositories for Everything-Financial-Engineering
- ☆10Updated 4 years ago
- KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@☆25Updated 2 years ago
- Portfolio optimization with cvxopt☆15Updated last year
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆24Updated 6 months 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, s…☆60Updated 3 months ago
- By means of stochastic volatility models☆41Updated 4 years ago
- An optimal trading trajectory solver.☆24Updated 2 years ago
- 📝 Introduction to Monte Carlo methods in Finance Workshop Materials☆17Updated last year
- A framework for historical volatility estimation and analysis.☆34Updated 4 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- Library for simulation and analysis of vanilla and exotic options☆31Updated 4 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆12Updated last year
- Stock and Forex market prediction using ML and time-series modelling☆35Updated 6 years ago
- ☆23Updated last year
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆41Updated 4 years ago
- Machine Learning for Quantitative Finance☆22Updated 6 years ago
- Repository for teachings on Quant Finance☆48Updated 5 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆61Updated 2 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆26Updated 4 years ago
- Stochastic volatility models☆18Updated 6 years ago
- Statistical Jump Models in Python, with scikit-learn-style APIs☆38Updated last month
- finance☆43Updated 7 years ago
- In this project, I explore various machine learning techniques including Principal Component Analysis (PCA), Support Vector Machines (SVM…☆9Updated last year
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆39Updated 4 years ago
- Implementation of option pricing models using Numba that performs better. This entire project has utilized as little libraries as possibl…☆16Updated 2 years ago
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated 2 weeks ago
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri☆33Updated 3 years ago
- PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…☆38Updated 3 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 5 years ago
- Quantitative finance research notebooks☆18Updated 4 years ago