vauxgomes / ladLinks
Open source implementation of Logical Analysis of Data (LAD) Algorithm.
☆16Updated last year
Alternatives and similar repositories for lad
Users that are interested in lad are comparing it to the libraries listed below
Sorting:
- An scrappeR of Springer books☆44Updated 9 years ago
- Reinforcement Learning in Finance☆15Updated 4 years ago
- The project is advised by Professor Robert Engle in his FINANCIAL ECONOMETRICS PhD course. I made comparison between the performance of d…☆10Updated 6 years ago
- Statistical Inference Course☆43Updated 7 months ago
- Financial Strategy Resources☆17Updated 3 years ago
- Julia and Python programs that implement some of the tools described in my book "Stochastic Methods in Asset Pricing" (SMAP), MIT Press 2…☆23Updated 4 years ago
- Coursera Advanced Machine Learning Specialization by National Research University Higher School of Economics☆34Updated 2 years ago
- Unofficial implementation in Python porting of the book "Algorithms for Optimization" (2019) MIT Press by By Mykel J. Kochenderfer and Ti…☆49Updated 2 years ago
- Modeling conditional betas with DCC-GARCH and COMFORT-DCC models with application in asset allocation.☆16Updated 5 years ago
- Code for Conformal Counterfactual Inference under Hidden Confounding (KDD’24)☆11Updated 11 months ago
- Mathematical Programming and Operations Research: Modeling, Algorithms, and Complexity. Examples in Python and Excel. Edited by Robert Hi…☆35Updated 4 months ago
- ☆25Updated 4 months ago
- Predicting index movements with Google Trends search volume alternative data☆16Updated 4 years ago
- Lecture Notes on Statistical Inference☆76Updated 9 months ago
- My personal work on the numerical projects of a book called "A First Course in Stochastic Calculus".☆13Updated 3 years ago
- 📒 A collection of notes exploring Quantitative Finance concepts with Python☆81Updated 2 weeks ago
- Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization☆35Updated last year
- 📝 Introduction to Monte Carlo methods in Finance Workshop Materials☆20Updated 2 years ago
- Notebooks that support https://python-advanced.quantecon.org☆19Updated 2 months ago
- ECN 5090- Machine Learning in Economics and Finance (Python)☆80Updated 2 years ago
- Repository for the paper "BONE: a unifying framework for Bayesian online learning in non-stationary environments"☆18Updated last month
- Multivariate Data Analysis☆23Updated last year
- Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis☆25Updated 2 years ago
- Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…☆144Updated 2 years ago
- General optimization (LP, MIP, QP, continuous and discrete optimization etc.) using Python☆229Updated 3 years ago
- Sequential Decision Problem Modeling Library @ Castle Lab, Princeton Univ.☆60Updated last year
- Clustering methods in Machine Learning includes both theory and python code of each algorithm. Algorithms include K Mean, K Mode, Hierarc…☆129Updated last year
- This file includes the code I've written for the course Numerical Method in finance, Stochastic Calculus in Spring 2020.☆11Updated 5 years ago
- The Economic Simulation Library provides an extensive collection of tools to develop, test, analyse and calibrate economic and financial…☆65Updated 3 years ago
- ☆60Updated last year