SofiaZhou1997's starred repositories
cs229-2018-autumn
All notes and materials for the CS229: Machine Learning course by Stanford University
time-series-machine-learning
Machine learning models for time series analysis
Multidimensional-LSTM-BitCoin-Time-Series
Using multidimensional LSTM neural networks to create a forecast for Bitcoin price
Awesome-Quant-Machine-Learning-Trading
Quant/Algorithm trading resources with an emphasis on Machine Learning
financial-machine-learning
A curated list of practical financial machine learning tools and applications.
StockPricePrediction
Stock Price Prediction using Machine Learning Techniques
Financial-Modelling
Some Python and VBA codes for options and bonds valuation : 1) Binomial method of options valuation 2) Black and Scholes method options valuation 3) Black and Scholes method greeks valuation 4) Monte Carlo method options valuation (Antithetical method and pure random) 5) Monte Carlo method options greeks valuation 6) Bond valuation 7) Implied Volatility 8) VaR / CVaR valuation
FixedIncome
An app for FixedIncome, including calculations in VaRs, 2 year hedge, Daily Change by Issuer, Risk by Maturity, etc.
interview-questions
机器学习/深度学习/Python/Go语言面试题笔试题(Machine learning Deep Learning Python and Golang Interview Questions)
LeetCode-Py
⛽️「算法通关手册」：超详细的「算法与数据结构」基础讲解教程，从零基础开始学习算法知识，850+ 道「LeetCode 题目」详细解析，200 道「大厂面试热门题目」。
DerivativesPricing
This repository contains pricing methods for equity European and American options. Monte Carlo and tree methods have been implemented for Black Scholes extensions (standard, with discrete dividend, and with single and double Normal jumps for corporate actions). This repository also contains an implementation of a Differential Evolution algorithm to back-solve model parameters given market data (read from JSON).
derivatives
Derivatives pricing in modern C++.
trading-40
BACKTRADER Systematic and algorithmic trading of commodity derivatives, equities and cryptocurrencies. Strategy design, entry and exit signal generation.
C-Plus-Plus-Baruch-certificate
My solutions for the “C++ Programming for Financial Engineering” Online Certificate. It is a joint project by the Baruch MFE program, Dr. Daniel Duffy and QuantNet.
Python-for-MarketRisk
Manuel Touyaa's porfotlio of Python projects/assignments for Finance Market Risk.
Portfolio-Risk-Analysis-with-Python
Using a dataset of hedge fund indices, I had computed various risk parameters, explicitly Value at risk (VaR), drawdown and deviation from normality with Python. Using different models, I had computed non-parametric VaR, Parametric Gaussian Model VaR and Cornish-Fisher VaR, as well as plotted the VaR of all hedge fund indices.
BaruchCPPHW
Homework for Baruch C++ Programming for Financial Engineering Course
BankruptcyBenchmarkBaselines
This repository contains the code that can be used to reconstruct the benchmark & baselines for bankruptcy prediction using textual data. The corresponding paper will be presented at the FinNLP workshop @ IJCAI-ECAI 2022 and published in the ACL Anthology.