chekaru's repositories
PyLimitOrderBook
Limit Order Book Implemented in Python
PyOBSim
A Python module for market simulation
awesome-courses
:books: List of awesome university courses for learning Computer Science!
allocator
A set of memory allocators for use with the C++ Standard Template Library
limit-order-book
bitstamp real time console based limit order book
dawp
Derivatives Analytics with Python (Wiley Finance)
py4fi
Python for Finance (O'Reilly)
fecon235
Computational tools for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics
pyhawkes
Python framework for inference in Hawkes processes.
qrm
qrm
blockchain-electricity-markets
Collection of Jupyter notebooks demonstrating how blockchain technologies could be used to improve the design of electricity markets.
cplex-example
Solving a TSP with the CPLEX C++ API.
POMDPGallery.jl
A gallery of POMDPs.jl problems
itch-order-book
Fast implementation of an ITCH order book
creditr
Credit Default Swaps in R
ivt-baseline
IVT Baseline Scenario Switzerland and Zurich
TensorFlow-Time-Series-Examples
Time Series Prediction with tf.contrib.timeseries
hawkes-1
Python class for generation and parameter estimation of multivariate Hawkes processes
PYBOR
PYBOR is multi-curve interest rate framework and risk engine based on multivariate optimization techniques, written in Python
MachineLearning
Text Classification using Machine Learning session at Lancaster Summer Schools in Corpus Linguistics
cvx_short_course
Materials for a short course on convex optimization.
Reproduce-The-Economics-of-BitCoin-Price-Formation
[WIP] Reproduce the result of Ciaian 2014
DSGE-2014-Sep
Replication files for Liberty Street Economics blog post "The FRBNY DSGE Model Forecast"
PortAnyOpt
Analyzes and Optimizes a Stock Portfolio
market-microstructure
MTH-9879
Neural-Network-with-Financial-Time-Series-Data
This solution presents an accessible, non-trivial example of machine learning (Deep learning) with financial time series using Keras on top of Tensor Flow
QuantAndFinancial
Quantitative & Financial
SSAI2017
Material for SSAI 2017 course on spatstat