yangyu-1 / fiancial_engineering_resource
☆21Updated 4 years ago
Alternatives and similar repositories for fiancial_engineering_resource:
Users that are interested in fiancial_engineering_resource are comparing it to the libraries listed below
- By means of stochastic volatility models☆43Updated 4 years ago
- Baruch MFE 2019 Spring☆37Updated 4 years ago
- Python Code for Quantitative Finance Papers☆39Updated 4 months ago
- ☆21Updated 5 years ago
- Package to build risk model for factor pricing model☆24Updated 6 months ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆69Updated 4 years ago
- Quantitative finance research notebooks☆18Updated 5 years ago
- An optimal trading trajectory solver.☆28Updated 3 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆65Updated 5 years ago
- KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@☆25Updated 2 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆29Updated last year
- This will include all the lecture slides, exercise papers, and data sheets used in Certificate in Quantitative Finance for the June 2020 …☆29Updated 4 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆72Updated 3 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆27Updated 4 years ago
- Fixed-Income-Quant-Trading Projects☆13Updated 6 years ago
- ☆17Updated 6 years ago
- Dynamic portfolio optimization☆20Updated last year
- A Deep Learning Framework for Neural Derivative Hedging☆30Updated 3 years ago
- Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)☆59Updated 3 years ago
- ML Application of Algorithmic Trading☆19Updated 3 years ago
- Entropy Pooling in Python with a BSD 3-Clause license.☆36Updated 4 months ago
- Semi-automatic analysis of a financial series using Python.☆11Updated 3 years ago
- AI based alpha research for trading☆46Updated 2 years ago
- A project of building and running a trading system according to service oriented architecture standard.☆14Updated 7 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆116Updated last year
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆41Updated 4 years ago
- Quant Invest Lab is a project aimed to provide a set of basic tools for quantitative experiments. By quantitative experiment I mean tryin…☆26Updated last year
- Assignments submitted for the Certification in Quantitative Finance (CQF) 2016☆34Updated 6 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆75Updated 6 years ago
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆39Updated last week