tzhangwps / Recession-Predictor
Project description: https://medium.com/p/recession-prediction-using-machine-learning-de6eee16ca94?source=email-2adc3d3cd2ed--writer.postDistributed&sk=2f1dab9738769f9658634e61576a08bd
☆35Updated 2 weeks ago
Alternatives and similar repositories for Recession-Predictor:
Users that are interested in Recession-Predictor are comparing it to the libraries listed below
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆27Updated 4 years ago
- Development space for PhD in Finance☆33Updated 4 years ago
- Jupyter Notebooks Collection for Learning Time Series Models☆68Updated 5 years ago
- Portfolio optimization with cvxopt☆37Updated last month
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 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…☆62Updated 7 months ago
- Repository for teachings on Quant Finance☆49Updated 5 years ago
- Algorithmic multi-greek hedges using Python☆19Updated 4 years ago
- Financial and Investment Data Science: FinDS Python library and examples for applying quantitative and machine learning methods on struct…☆39Updated 9 months ago
- Visualising correlations between different ETFs using network analytics and Plotly☆34Updated 2 years ago
- Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"☆30Updated 2 years ago
- ☆17Updated 4 years ago
- Teaching Resources for Cuemacro courses☆53Updated 3 weeks ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 5 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆39Updated 4 years ago
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆71Updated 4 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆21Updated 5 years ago
- This notebook is devoted to exploring some aspects of the Capital Asset Pricing Model (CAPM) using Python☆18Updated 5 years ago
- Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject☆13Updated 6 years ago
- Thinkful data science program portfolio☆13Updated 4 years ago
- ☆31Updated last year
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆26Updated 2 weeks ago
- Rebalancing a portfolio with optimal buy/sell decisions using Metaheuristics☆12Updated 4 years ago
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆43Updated 5 years ago
- Library for simulation and analysis of vanilla and exotic options☆32Updated 4 years ago
- This is a sentiment trading strategy, written in Python, and applying NLP on 10-K's from the SEC EDGAR database.☆10Updated 3 years ago
- Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio retur…☆27Updated 4 years ago
- By means of stochastic volatility models☆44Updated 4 years ago
- Source code for Multicriteria Portfolio Construction with Python☆30Updated 3 years ago
- Predictive yield curve modeling in reduced dimensionality☆43Updated 2 years ago