Alternatives and similar repositories for yao-lab.github.io

Users that are interested in yao-lab.github.io are comparing it to the libraries listed below

• AndrewLyasoff / SMAP
  Julia and Python programs that implement some of the tools described in my book "Stochastic Methods in Asset Pricing" (SMAP), MIT Press 2…
  ☆24Updated 4 years ago
• kjytay / stanford-stats
  My notes from class
  ☆76Updated 7 years ago
• udellgroup / orie7391
  Materials and syllabus for Cornell ORIE 7391, Faster: Algorithmic Ideas for Speeding Up Optimization
  ☆25Updated 3 years ago
• jkirkby3 / pymle
  Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)
  ☆56Updated 6 months ago
• canerturkmen / hawkeslib
  fast parameter estimation for simpler Hawkes processes
  ☆73Updated 3 years ago
• HeKrRuTe / OptStopRandNN
  code for "Optimal Stopping via Randomized Neural Networks"
  ☆60Updated last year
• lu-group / pinn-macro-finance
  Deep learning for solving and estimating dynamic macro-finance models
  ☆19Updated 5 months ago
• ChadFulton / scipy2022-bayesian-time-series
  Bayesian Estimation and Forecasting of Time Series in statsmodels, for Scipy 2022 conference
  ☆25Updated 3 years ago
• ChadFulton / fulton_statsmodels_2017
  State Space Estimation of Time Series Models in Python: Statsmodels
  ☆44Updated 9 years ago
• DarkEyes / VLTimeSeriesCausality
  A framework to infer causality on a pair of time series of real numbers based on Variable-lag Granger causality and transfer entropy.
  ☆57Updated last year
• yolsever / ML-in-equity-prediction
  My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"
  ☆49Updated 5 years ago
• cvxgrp / exp_util_gm_portfolio_opt
  Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.
  ☆22Updated last year
• max-little / GRAPL
  GRAPL: A computational library for nonparametric structural causal modelling, analysis and inference
  ☆84Updated last year
• yitaohu88 / Empirical-Method-in-Finance
  Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…
  ☆45Updated 5 years ago
• Zhenyu-LIAO / RMT4ML
  Matlab Notebook for visualizing random matrix theory results and their applications to machine learning
  ☆135Updated 2 years ago
• paiforsyth / ML-Finance_Group
  ☆61Updated last year
• differential-machine-learning / notebooks
  Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…
  ☆145Updated 3 years ago
• UBS-IB / bayesian_tree
  ☆53Updated 5 years ago
• Jianeng / Deep-Learning-in-Asset-Pricing
  https://arxiv.org/abs/1805.01104
  ☆122Updated 5 years ago
• gtfintechlab / fomc-hawkish-dovish
  Codebase for FOMC-NLP, accepted at ACL 2023 (main)
  ☆64Updated last year
• majianthu / transferentropy
  Code for the paper "Estimating Transfer Entropy via Copula Entropy"
  ☆43Updated 2 years ago
• LRydin / jumpdiff
  JumpDiff: Non-parametric estimator for Jump-diffusion processes for Python
  ☆49Updated 2 years ago
• cvxgrp / robust_bond_portfolio
  Robust Bond Portfolio Construction via Convex-Concave Saddle Point Optimization
  ☆14Updated last year
• SaremS / sample_notebooks
  Loose collection of Jupyter notebooks, mostly for my blog
  ☆28Updated last year
• vicaws / neuralSDE-marketmodel
  Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.
  ☆57Updated 3 years ago
• jasonzy121 / Deep_Learning_Asset_Pricing
  ☆80Updated 3 years ago
• pald22 / covShrinkage
  A package for Shrinkage Estimation of Covariance Matrices
  ☆31Updated last year
• keyonvafa / career-code
  Code for the paper "CAREER: Transfer Learning for Economic Prediction of Labor Sequence Data"
  ☆50Updated last year
• FJRubio67 / StatisticalInference
  Lecture Notes on Statistical Inference
  ☆77Updated last year
• vanessa-pizante / Deep-Optimal-Stopping
  Deep Optimal Stopping Project
  ☆15Updated 6 years ago