Economic models and things in Pytorch
☆22Nov 30, 2017Updated 8 years ago
Alternatives and similar repositories for interesting-rates
Users that are interested in interesting-rates are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆11Dec 18, 2015Updated 10 years ago
- This repo contains lecture notes and projects for Spring 2017 MTH9894 Systematic Trading course☆17May 26, 2017Updated 8 years ago
- SOFR curve bootstrapping☆28Jul 17, 2020Updated 5 years ago
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 8 years ago
- Implementation of term structure model project☆22Dec 26, 2015Updated 10 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.
- Robust deep hedging and Non-linear generalized affine processes☆13Mar 7, 2025Updated last year
- An xVA quantitative library written in python using tensorflow☆18Apr 10, 2026Updated last week
- Example for Interest Rate Modelling Lecture☆14Mar 29, 2025Updated last year
- Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes☆53May 13, 2020Updated 5 years ago
- Calibration of a Surface SVI☆13Jan 31, 2019Updated 7 years ago
- ☆15Oct 7, 2019Updated 6 years ago
- Arbitrage free SVI Surface☆14Feb 13, 2018Updated 8 years ago
- This paper aims to explore the time series’ proprieties of the features extracted by using the Principal Component Analysis (PCA) techniq…☆18Jan 5, 2020Updated 6 years ago
- Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm☆16May 2, 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.
- Baruch course - Market Microstructure☆14Feb 2, 2016Updated 10 years ago
- NeurIPS 2019 Paper Implementation☆12Nov 22, 2022Updated 3 years ago
- Materials for "RL for Inventory Optimization", Day 4 of the "RL for Operations Bootcamp", Kellogg School of Management, Northwestern Univ…☆18Jun 25, 2024Updated last year
- ☆12Sep 11, 2023Updated 2 years ago
- ☆15Jul 9, 2022Updated 3 years ago
- Stochastic local volatility model calibration☆20Apr 23, 2021Updated 4 years ago
- Repo for Crypto Option Calibration project in CMF☆14Dec 10, 2022Updated 3 years ago
- Python code for SGMCMC for Time Series SSMs☆15Apr 21, 2021Updated 4 years ago
- This project is a Python demonstrator for the stochastic grid bundling method (SGBM) to solve backward stochastic differential equations …☆12Nov 19, 2018Updated 7 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- ☆16Dec 16, 2022Updated 3 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Sep 22, 2020Updated 5 years ago
- A research project to study the gamma exposure of market-makers in Bitcoin option markets.☆16Sep 12, 2020Updated 5 years ago
- ☆24Feb 17, 2024Updated 2 years ago
- ☆14Aug 23, 2021Updated 4 years ago
- Option Pricing with Machine Learning Methods☆15Jun 18, 2024Updated last year
- Repo for HFT project in CMF☆29Jan 4, 2023Updated 3 years ago
- Derivation of analytical expressions of optimal quotes for market making in options.☆23Jun 24, 2022Updated 3 years ago
- Bank of England Chart Themes and Styles for 'ggplot2'☆13May 8, 2024Updated last year
- 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.
- Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"☆36Dec 5, 2022Updated 3 years ago
- ☆25Dec 18, 2015Updated 10 years ago
- Straight port of Emily Fox's Beta Process Auto Regressive Hidden Markov Model package☆14Jul 14, 2015Updated 10 years ago
- Hierarchical Change-Point Detection☆15Oct 25, 2018Updated 7 years ago
- Repository attached to the paper with the same name.☆21Jun 15, 2021Updated 4 years ago
- Estimating the NAIRU for Australia☆10Jul 5, 2021Updated 4 years ago
- Material for the practical of the DS3 course on "Representing and comparing probabilities with kernels"☆26Feb 5, 2019Updated 7 years ago