Stepan Kalika's repositories
Credit-Risk-Modeling
Credit Risk Models for Scorecards, PD, LGD, EAD
a3c_trading
Trading with recurrent actor-critic reinforcement learning
AlgoTradingSimulatedPaths
Mean-Variance Portfolio Optimisation and Algorithmic Trading Strategies in MATLAB
awesome-dotnet
A collection of awesome .NET libraries, tools, frameworks and software
awesome-python
A curated list of awesome Python frameworks, libraries, software and resources
awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
books-2
useful books
C-Plus-Plus
All Algorithms implemented in C++
cracking-the-data-science-interview
A Collection of Cheatsheets, Books, Questions, and Portfolio For DS/ML Interview Prep
Credit-Risk-Analysis-of-Lending-Club-Debtors
Logistic regression and decision tree models to predict the probability of default (PD) and loss given default (LGD) of Lending Club clients.
Credit-Risk-Models-PD-LGD-EAD-Expected-Loss
We calculate PD,LGD,EAD and Expected loss using logistic and beta regression.
data-science-interviews
Data science interview questions and answers
fastbook
Draft of the fastai book
free-programming-books
:books: Freely available programming books
GradBoost
GradBoost takes in a regression model with methods .fit(X, y) and .predict(X), a set of testing X data to be predicted, training X and y data to fit on, and returns a tuple of the predicted y-values for the training data and testing data. The boosting rounds and learning rate are adjustable. The flexibility of model choice allows custom loss functions for the weak learners.
grokking_algorithms
Code for the book Grokking Algorithms (https://amzn.to/29rVyHf)
lessons
Блокноты Jupyter для различных образовательных ресурсов
Machine-Learning-for-Asset-Managers
Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.
Portfolio-Optimization-using-Machine-Learning
This repository is the result of our work for the course CSCI-SHU 360 Machine Learning
PyPortfolioOpt
Financial portfolio optimisation in python, including classical efficient frontier and advanced methods.
QLNet
QLNet C# Library
QuantLibPython
Example Python scripts for interest rate modelling and QuantLib usage
Self-Learning
Books Papers, Courses & more I have to learn soon
ta-lib
Python wrapper for TA-Lib (http://ta-lib.org/).
tf-quant-finance
High-performance TensorFlow library for quantitative finance.