Mathematical_research
Financial-Models-Numerical-Methods
Mathematical_research | Financial-Models-Numerical-Methods | |
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4 | 3 | |
11 | 5,334 | |
- | - | |
0.0 | 6.2 | |
over 2 years ago | 4 months ago | |
Jupyter Notebook | Jupyter Notebook | |
GNU General Public License v3.0 only | GNU Affero General Public License v3.0 |
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Mathematical_research
- Monte Carlo simulation for approximation of pi number
- I have created the function that creates and plot the Brownian motion of particles, using random walk
- I am sharing interesting codes for improving programming for data science and ML, from approximation of pi number to the Monte Carlo simulation of Montichol's paradox. Please share something similar if you have it or fork me if you liked it
- I want to share some interesting coding practices for improving data science and programming. From approximation of pi number to the Monte Carlo simulation of Montichol's paradox. Please share something similar if you have or fork me if you like it.
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
What are some alternatives?
machine_learning_basics - Plain python implementations of basic machine learning algorithms
rmi - A learned index structure
Quantsbin - Quantitative Finance tools
score_sde - Official code for Score-Based Generative Modeling through Stochastic Differential Equations (ICLR 2021, Oral)
fastpages - An easy to use blogging platform, with enhanced support for Jupyter Notebooks.
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
SDE - Example codes for the book Applied Stochastic Differential Equations
F1_Quali_Prediction - Finding explainable models to predict Formula 1 Qualifying Results
OpenKF - This is an open source Kalman filter C++ library based on Eigen3 library for matrix operations. The library has generic template based classes for most of Kalman filter variants including: (1) Kalman Filter, (2) Extended Kalman Filter, (3) Unscented Kalman Filter, and (4) Square-root UKF..