Financial-Models-Numerical-Methods
machine_learning_basics
| Financial-Models-Numerical-Methods | machine_learning_basics | |
|---|---|---|
| 3 | 5 | |
| 5,258 | 4,205 | |
| - | - | |
| 6.2 | 0.0 | |
| 2 months ago | 3 months ago | |
| Jupyter Notebook | Jupyter Notebook | |
| GNU Affero General Public License v3.0 | MIT License |
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Financial-Models-Numerical-Methods
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Pricing models - which do MMs use these days
If you have experience with Python, here is a great repo: https://github.com/cantaro86/Financial-Models-Numerical-Methods If you don't know Python, I suggest you learn. It's one of the easier languages to learn. The course below will teach you everything you need to get started. https://www.youtube.com/watch?v=rfscVS0vtbw
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Ask HN: Best Resources on (Computational) Finance
I found this collection of Jupyter notebooks really well done. Some basic knowledge in stochastic calculus, financial mathematics and statistics is needed.
https://github.com/cantaro86/Financial-Models-Numerical-Meth...
- Classical portfolio optimization in a Python notebook
machine_learning_basics
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Bayesian linear regression in (plain) Python
A while back I open sourced a repository implementing fundamental machine learning algorithms in Python, along with the most important theoretical information. I originally created the repository for myself when preparing for AI residency interviews. You can find the original Reddit post here.
- Bayesian linear regression in Python
What are some alternatives?
rmi - A learned index structure
100-Days-Of-ML-Code - 100 Days of ML Coding
Quantsbin - Quantitative Finance tools
borb-google-colab-examples - This repository contains some examples of using borb in google colab. These examples enable you to try out the features of borb without installing it on your system. They also ensure the system requirements and imports are all taken care of.
score_sde - Official code for Score-Based Generative Modeling through Stochastic Differential Equations (ICLR 2021, Oral)
mango - Parallel Hyperparameter Tuning in Python
fastpages - An easy to use blogging platform, with enhanced support for Jupyter Notebooks.
trulens - Evaluation and Tracking for LLM Experiments
hca-resources - zipline-broker Examples. Full notebooks plus python code for long term investment strategies using zipline based tools.
dynamax - State Space Models library in JAX
PyImpetus - PyImpetus is a Markov Blanket based feature subset selection algorithm that considers features both separately and together as a group in order to provide not just the best set of features but also the best combination of features