Repository for code, notebooks, data, etc. for the course "Python for the financial economist" at CBS
☆41Mar 24, 2026Updated 2 weeks ago
Alternatives and similar repositories for python_for_the_financial_economist
Users that are interested in python_for_the_financial_economist are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈☆17Sep 25, 2021Updated 4 years ago
- This notebook presents an example of the equal risk pricing framework with deep hedging from my paper Carbonneau, A. and Godin, F. (2020)…☆15Oct 15, 2021Updated 4 years ago
- Calibration and pricing options in Heston model☆14Dec 24, 2017Updated 8 years ago
- Material for the workshop Machine Learning for Option Pricing, Calibration and Hedging☆16Feb 26, 2020Updated 6 years ago
- Estimation of the Covariance Matrix - linear and nonlinear shrinkage☆23Jul 17, 2022Updated 3 years ago
- Wordpress hosting with auto-scaling on Cloudways • AdFully Managed hosting built for WordPress-powered businesses that need reliable, auto-scalable hosting. Cloudways SafeUpdates now available.
- ☆14Mar 1, 2024Updated 2 years ago
- We implement the rough Heston model☆16Jan 24, 2024Updated 2 years ago
- Reinforcement Learning in Finance☆16Oct 8, 2020Updated 5 years ago
- 教材 Causal Inference: What if 的编译和解读！☆36May 16, 2020Updated 5 years ago
- ☆15Jul 9, 2022Updated 3 years ago
- A package for Shrinkage Estimation of Covariance Matrices☆32May 26, 2024Updated last year
- code for blog☆17Jan 18, 2022Updated 4 years ago
- Resources for Quantitative Finance☆18Apr 14, 2023Updated 2 years ago
- ☆26Mar 23, 2025Updated last year
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- Quantitative analysis, from data processing and trading signal generation to portfolio management. Using machine learning to generate t…☆14Nov 21, 2022Updated 3 years ago
- O Zé Continha é uma prova de conceito sobre PairTrading (a.k.a Long and Short), baseado em Cointegração.☆15Feb 18, 2026Updated last month
- ☆22Jun 20, 2018Updated 7 years ago
- Learning project by project.☆20Aug 29, 2021Updated 4 years ago
- Julia code for part 2 of the book Causal Inference: What If, by Miguel Hernán and James Robins☆53Jan 8, 2022Updated 4 years ago
- Crypto Trading Terminal & Monitoring Solution w/ SEC Filing Viewer, Market Scanners, Market Monitoring, and more!☆28Mar 20, 2026Updated 3 weeks ago
- A Deep Learning Framework for Neural Derivative Hedging☆31Feb 3, 2022Updated 4 years ago
- Hedging unsing Deep Reinforcement Learning and Deep Learning☆26Mar 29, 2021Updated 5 years ago
- Hedging portfolios with reinforcement learning.☆36Aug 2, 2017Updated 8 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click and start building anything your business needs.
- Minimal implementation and experiments of "No-Transaction Band Network: A Neural Network Architecture for Efficient Deep Hedging".☆32May 26, 2021Updated 4 years ago
- Package to build risk model for factor pricing model☆29Jul 26, 2024Updated last year
- Trading Algorithms using technical indicators☆33Nov 3, 2020Updated 5 years ago
- Stock trading based on MACD indicator, using NEAT and naive algorithm☆33Feb 8, 2022Updated 4 years ago
- Robust pricing and hedging via Neural SDEs☆37Aug 4, 2021Updated 4 years ago
- Code for the paper "Hedging with linear regressions and neural networks"☆40May 14, 2021Updated 4 years ago
- Machine learning for portfolio management and trading with scikit-learn☆38Sep 30, 2025Updated 6 months ago
- ☆49Jul 22, 2020Updated 5 years ago
- Causal Inference: What If. R and Stata code for Exercises☆93Mar 13, 2026Updated 3 weeks ago
- Wordpress hosting with auto-scaling on Cloudways • AdFully Managed hosting built for WordPress-powered businesses that need reliable, auto-scalable hosting. Cloudways SafeUpdates now available.
- A basic porfolio management system that uses Alpha Vantage to view graphs and Oanda REST API to execute trades.☆33Mar 20, 2021Updated 5 years ago
- FFT-based Option Pricing Methods in Python☆59Aug 29, 2018Updated 7 years ago
- Account and Market Analysis Tool☆41Nov 25, 2021Updated 4 years ago
- This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.☆56Apr 15, 2019Updated 6 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆66Jan 5, 2020Updated 6 years ago
- Guides, tutorials and presentations☆56Jul 6, 2023Updated 2 years ago
- Jupyter notebooks que acompanham o livro "Modelos de Volatilidade para Derivativos"☆59Aug 19, 2023Updated 2 years ago