ucaiado / FiniteDifference_Pricing
Pricing derivatives using the explicit finite-difference method
☆13Updated 8 years ago
Alternatives and similar repositories for FiniteDifference_Pricing:
Users that are interested in FiniteDifference_Pricing are comparing it to the libraries listed below
- Portfolio optimization package in Python.☆16Updated 4 years ago
- tabular q learning for trading☆11Updated 6 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆41Updated 4 years ago
- Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling☆17Updated 5 years ago
- This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…☆29Updated 2 years ago
- Bayesian Inference and parameter estimation in quant finance.☆43Updated 5 years ago
- (Work In Progress) Implementation of "Financial Time Series Prediction Using Deep Learning"☆15Updated 7 years ago
- The Thalesians' LaTeX library☆11Updated last year
- Python Monte Carlo Simulation to model returns from randomly generated portfolios against a benchmark index.☆23Updated 10 years ago
- Large Deviations for volatility options☆11Updated 5 years ago
- Using Q-learning to better navigate orderbooks.☆21Updated 6 years ago
- Talk Materials for "Convex Optimization for Finance"☆28Updated 2 years ago
- Implementation of financial models in pricing derivatives and implementation of python object oriented programming (OOP) features: 1. Fi…☆15Updated 6 years ago
- CVXPY Portfolio Optimization Sample☆44Updated 8 years ago
- ☆11Updated 3 years ago
- Machine Learning for Financial Market Prediction☆57Updated 6 years ago
- Underlying package for the 10-line cta☆10Updated this week
- Resources for the Machine Learning for Finance workshop at Texas State University (November 2022).☆16Updated 2 years ago
- This repository is for my master's project, A Survey of Deep Learning Architectures for Algorithmic Cryptocurrency Trading, delivered on …☆9Updated 2 years ago
- A Python library implementing Bayesian methods for solving estimation and forecasting problems in time series analysis☆21Updated 7 years ago
- Python codes and Jupyter Notebooks for the Dow Jones DNA NLP applied research paper.☆16Updated 6 years ago
- Machine Learning for Quantitative Finance☆24Updated 6 years ago
- Economic models and things in Pytorch☆22Updated 7 years ago
- Code and examples for the project on risk-constrained Kelly gambling☆27Updated 4 years ago
- By means of stochastic volatility models☆43Updated 4 years ago
- Time series and Financial analysis in python☆15Updated 5 years ago
- This Jupyter Notebook illustrates investment portfolio optimization in Modern Portfolio Theory.☆10Updated 3 years ago
- ☆17Updated this week
- Stock and Forex market prediction using ML and time-series modelling☆36Updated 6 years ago
- A Python toolkit for high-frequency trade research.☆40Updated 6 years ago