varelajosericardo / Simulacion
Free Monte Carlo Simulation Excel Add-in & Stochastic Optimization tool
☆15Updated last year
Related projects: ⓘ
- PyMarket is a python library aimed to ease the design, simulation and comparison of different market mechanisms.☆26Updated last year
- ☆66Updated this week
- The Smooth Forward Price Curve builder you never thought you needed☆18Updated 5 years ago
- ☆64Updated this week
- Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject☆13Updated 6 years ago
- ☆17Updated 3 years ago
- Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization☆31Updated 4 months ago
- Time Value of Money - a Python package for mathematical interest theory, annuity, and bond calculations.☆27Updated 3 years ago
- Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.☆19Updated 4 months ago
- Python client to read IMF World Economic Outlook (WEO) dataset as pandas dataframe.☆31Updated 2 months ago
- A Python module for easily retrieving and manipulating data series from Federal Reserve Economic Data (FRED)☆49Updated last month
- 📝 Introduction to Monte Carlo methods in Finance Workshop Materials☆15Updated last year
- Application and data for analyzing and structuring portfolios for climate investing.☆42Updated last year
- Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"☆26Updated last year
- Sensitivity Analysis in Python - Gradient DataFrames and Hex-Bin Plots☆14Updated last year
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated last year
- Python programs for constructing various economic datasets☆50Updated 5 months ago
- Mathematical Programming and Operations Research: Modeling, Algorithms, and Complexity. Examples in Python and Excel. Edited by Robert Hi…☆28Updated 6 months ago
- Putting the Data in ESG☆26Updated 3 years ago
- Demonstrations of how to use material in the Econ-ARK☆31Updated this week
- Python 3 examples of using economic data APIs and working with economic microdata. Includes bd CPS.☆70Updated 10 months ago
- Quantifying ESG Alpha using Scholar Big Data: An Automated Machine Learning Approach.☆66Updated 3 years ago
- Implementation of a variety of Value-at-Risk backtests☆35Updated 5 years ago
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated 7 months ago
- Portfolio optimization with cvxopt☆14Updated last year
- Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Depend…☆18Updated 6 months ago
- Financial Library ( Economic Scenario Generator, Asset Liability Management, Pricing )☆27Updated 10 months ago
- A Python Package for Portfolio Optimization using the Critical Line Algorithm☆24Updated last year
- ☆11Updated this week
- Teaching Resources for Cuemacro courses☆52Updated 4 months ago