chekaru's repositories
featuredriven-hawkes
Code and Data for CIKM Paper Feature Driven and Point Process Approaches for Popularity Prediction
HJBSolver.jl
General solver for Hamilton-Jacobi-Bellman equations
Simple_Linear_Programming_with_CPLEX
Simple Linear Programming with CPLEX
ob-analytics
Limit order book event processing and visualisation
Sorting-Algorithms
c++ implementation of insertion sort, quick sort, merge sort, radix sort and shell sort.
MACI2017_CVA_COPULA
CVA valuation, including market-credit correlation through copulas
PyStrategies
Framework for algorithmic trading strategy development
lvvd
Listed Volatility and Variance Derivatives (Wiley Finance)
CreditAnalytics
Moved to https://lakshmidrip.github.io/DRIP
mdp
Python code for Markov decision processes
cloud-python
Deploying Python for Data Analytics and Jupyter Notebook in the Cloud.
github-workshop
R Development Using GitHub
hawkes-clustering
Clustering with hawks processes.
eurexas
Eurex VSTOXX & Variance Advanced Services
Cpp-Tutorial-Samples
C++ tutorial code samples for those who want to start learning the language
futures-curve
Futures Curve Visualization
mm-glosten-milgrom
A study of the Glosten and Milgrom model for market making
cpp11presentation
Hands-on tutorial and presentation on C++11
creditrISDA
ISDA C-code model and R wrapper
pydlon15
Open Source Tools for Financial Time Series Analysis and Visualization
dirichlet-process
Introduction to Nonparametric Bayes, Infinite Mixture Models, and the Dirichlet Process (+ McDonald's)
marketsimulator
The project simulates a generic agent basedmarket model. The aim is to explore intimately, by simulation, the process of price formation and the market microstructure.
NCTC_course
Markov Decision Processes and Dynamic Optimization module at NCTC, March 2015
review
a bit of code for programming review
swirl_courses
A collection of interactive courses for the swirl R package.