☆33Mar 11, 2025Updated last year
Alternatives and similar repositories for gaussian-process-models-for-quantitative-finance
Users that are interested in gaussian-process-models-for-quantitative-finance are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Individual Claims Forecasting with Bayesian Mixture Density Networks☆17Feb 15, 2023Updated 3 years ago
- The Smooth Forward Price Curve builder you never thought you needed☆27Mar 25, 2019Updated 7 years ago
- A repository for portfolio allocation based on embedding data representation☆13Jan 27, 2025Updated last year
- Cluster-based portfolio allocation: HRP, Schur risk parity, and 1/N☆55Updated this week
- Source Code for 'Statistical Quantitative Methods in Finance' by Samit Ahlawat☆48Nov 6, 2024Updated last year
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.☆24May 8, 2024Updated 2 years ago
- Port of numpyro_forecast☆29Jul 18, 2026Updated 3 weeks ago
- IPython notebooks that illustrate the Pyomo optimization modeling software☆15Aug 5, 2015Updated 11 years ago
- The Breeden-Litzenberger formula, proposed by Douglas T. Breeden and Robert H. Litzenberger in 1978, is a method used to extract the impl…☆27Nov 23, 2023Updated 2 years ago
- The Valuation of Convertible Bonds with Credit Risk (for Honours in Advanced Mathematics of Finance research project, at the University o…☆11Nov 23, 2012Updated 13 years ago
- My replication of financial papers.☆21Aug 2, 2018Updated 8 years ago
- ☆10Jul 27, 2020Updated 6 years ago
- Simple command line interface to create repos based on templates☆36Jul 13, 2026Updated last month
- ☆31Mar 10, 2026Updated 5 months ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Solutions to exercises and homework for the second edition of Statistical Rethinking☆23Nov 4, 2022Updated 3 years ago
- WIP☆37Jul 29, 2024Updated 2 years ago
- QuantMinds Rough Volatility Workshop lectures☆73Sep 6, 2025Updated 11 months ago
- This course focuses on computational methods in option and interest rate, product’s pricing and model calibration. The first module will …☆11Aug 25, 2022Updated 3 years ago
- An Agent-Based modeling token economics simulator☆15Apr 24, 2020Updated 6 years ago
- Just keeping an eye on the ecosystem.☆24Updated this week
- Stock market prediction model ANN, SVM, SVR☆16Apr 26, 2018Updated 8 years ago
- ☆16Jul 13, 2026Updated last month
- Advanced Risk and Portfolio Management Resources☆40Aug 20, 2019Updated 6 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Neural networks for insurance pricing with frequency and severity data☆12Oct 25, 2023Updated 2 years ago
- Computational experiments for the paper "A Comparison of AutoML Tools for Machine Learning, Deep Learning and XGBoost" (IJCNN 2021)☆12Sep 8, 2022Updated 3 years ago
- volatility arbitrage in Heston model☆72Apr 3, 2025Updated last year
- Forecasting at Scale☆12Jan 22, 2024Updated 2 years ago
- "Deep Learning in Finance" course for Baruch MFE program - Fall 2025☆49Dec 15, 2025Updated 7 months ago
- Bayesian Optimization for very Noisy functions☆19Aug 12, 2021Updated 5 years ago
- Optimal ordering of elements in a set given their distance matrix.☆18Oct 2, 2023Updated 2 years ago
- Copula fitting in Python.☆13Dec 4, 2023Updated 2 years ago
- An interactive financial calculator that shows retirement growth over time.☆13Apr 14, 2021Updated 5 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Surface SVI parameterisation and corresponding local volatility☆62May 10, 2020Updated 6 years ago
- Kernel Herding for probability density estimation☆14Feb 23, 2016Updated 10 years ago
- Deep Probabalistic Models: Materials for my course for the Australian Mathematical Sciences Institute (AMSI) Winter School 2021☆11Feb 7, 2022Updated 4 years ago
- ☆12Feb 18, 2025Updated last year
- qmoms package to compute option-implied moments from surface data☆29Feb 26, 2026Updated 5 months ago
- An efficient tool for large-scale correlation network analysis☆15Dec 27, 2024Updated last year
- Multivariate Volatility Models (ARCH) for stock prices and other time series☆20Sep 15, 2024Updated last year