SarcasticMatrix

clochette

Site Web pour la gestion du bar Absinthe de TSP

TuringTrader

The Open-Source Backtesting Engine/ Trading Simulator by Bertram Solutions.

CUQIpy

gs-quant

Python toolkit for quantitative finance

particles

Sequential Monte Carlo in python

bitcoin_volatility_forecasting

GARCH and Multivariate LSTM forecasting models for Bitcoin realized volatility with potential applications in crypto options trading, hedging, portfolio management, and risk management

31761-Renewables-in-Electricity-Markets

arch

ARCH models in Python

HEFTcom24

Repository for the Hybrid Renewable Energy Forecasting and Trading Competition containing utilities and a "Getting Started" guide.

pyextremes

Extreme Value Analysis (EVA) in Python

02435_Decision-Making

02435 - Decision-Making under Uncertainty

PINNs

Physics Informed Deep Learning: Data-driven Solutions and Discovery of Nonlinear Partial Differential Equations

prbnmcn-dagger

A library for probabilistic programming

wind-power-forecasting-challenge

Wind Power forecasting for the day-ahead energy market - Data Challenge

FreeRide

Easy equilibrium analysis for linear demand and supply and other topics covered in an introductory undergraduate microeconomics course. This is an in-progress Python package.

QuantEcon.py

A community based Python library for quantitative economics

SDEtools

R package containing tools for Stochastic Differential Equations

Merit-Order-Effect

Code and analysis used for calculating the merit order effect of renewables on price and carbon intensity of electricity markets

GARCH

GARCH model implementation

awesome-public-datasets

A topic-centric list of HQ open datasets.