shehio / Everything-Financial-EngineeringLinks
Links for the most relevant topics
☆32Updated 5 years ago
Alternatives and similar repositories for Everything-Financial-Engineering
Users that are interested in Everything-Financial-Engineering are comparing it to the libraries listed below
Sorting:
- Development space for PhD in Finance☆33Updated 5 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆31Updated 5 years ago
- Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling☆19Updated 6 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆65Updated 3 years ago
- Repository for teachings on Quant Finance☆49Updated 6 years ago
- NYU Tandon lecture slides☆32Updated 4 months ago
- A framework for historical volatility estimation and analysis.☆35Updated 5 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri☆33Updated 4 years ago
- Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject☆13Updated 7 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, s…☆64Updated 7 months ago
- Library for simulation and analysis of vanilla and exotic options☆34Updated 5 years ago
- ☆18Updated 2 years ago
- Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…☆143Updated 3 years ago
- Python class and jupyter iPython notebook for pricing a fixed coupon bond☆24Updated 6 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆22Updated 6 years ago
- Covariance Matrix Estimation via Factor Models☆37Updated 6 years ago
- KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@☆27Updated 3 years ago
- This R Shiny App utilizes the Hierarchical Equal Risk Contribution (HERC) approach, a modern portfolio optimization method developed by R…☆15Updated last year
- Implementation of the Longstaff-Schwartz (American Monte Carlo) algorithm for pricing options and other derivatives with early-exercise f …☆24Updated 5 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆43Updated 5 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 5 years ago
- Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"☆36Updated 2 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 3 years ago
- Syllabus and exercises for "Data Science for Finance," a course taught in the Masters of Financial Engineering program at UC Berkeley's H…☆23Updated 8 years ago
- Portfolio optimization with cvxopt☆40Updated 9 months ago
- Quantamental finance research with python☆153Updated 3 years ago
- Risk tools for commodities trading and finance☆36Updated 5 months ago
- Implementation of Modern Portfolio Theory and Black Litterman Model☆18Updated 3 years ago
- Jupyter Notebooks Collection for Learning Time Series Models☆74Updated 6 years ago