shilewenuw / deep-learning-portfolio-optimization
☆69Updated 4 years ago
Alternatives and similar repositories for deep-learning-portfolio-optimization:
Users that are interested in deep-learning-portfolio-optimization are comparing it to the libraries listed below
- Mean Variance (Markowitz) Portfolio Optimization and Beyond☆62Updated 9 months ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆72Updated 3 years ago
- Statistical Jump Models in Python, with scikit-learn-style APIs☆59Updated last month
- Notes on Advances in Financial Machine Learning☆76Updated 6 years ago
- CS7641 Team project☆93Updated 4 years ago
- Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.☆153Updated 4 years ago
- This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep …☆78Updated 2 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆75Updated 11 months ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆84Updated 4 years ago
- Notebooks based on financial machine learning.☆47Updated 4 years ago
- Mean-Variance Optimization using DL (pytorch)☆30Updated 2 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆151Updated last month
- Pair Trading Strategy using Machine Learning written in Python☆114Updated 2 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆116Updated 4 years ago
- Mean-Variance Portfolio Optimisation and Algorithmic Trading Strategies in MATLAB☆36Updated 3 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆116Updated last year
- three stochastic volatility model: Heston, SABR, SVI☆84Updated 5 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆75Updated 6 years ago
- ☆23Updated 2 years ago
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆107Updated last year
- Solutions for selected exercises from Advances in Financial Machine Learning by Marcos Lopez De Prado☆51Updated 2 years ago
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆141Updated 8 months ago
- This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.☆45Updated 5 years ago
- DCC GARCH modeling in Python☆90Updated 5 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆69Updated 4 years ago
- The pricing models and neural network representations used in part one of the paper "Empirical analysis of rough and classical stochastic…☆51Updated 2 years ago
- Deep Reinforcement Learning for Portfolio Optimization☆108Updated 4 years ago
- Implements different approaches to tactical and strategic asset allocation☆30Updated last month
- ☆191Updated last year