claudio-ICL

Claudio Bellani's repositories

simulob

A simulator for Limit Order Books

Language:Jupyter NotebookMIT4 10

ic-msc-mathfinance

Material for some of the modules of the MSc Mathematics and Finance at Imperial College London

Language:TeX3 10

mechanics_gte

Mechanics of Good Trade Execution in the Framework of Linear Temporary Market Impact

Language:Python1 10

napiod

Non-average price impact in order driven markets

Language:PythonMIT1 1 2

coin_flip_by_telephone

Language:C++010

dlaicourse

Notebooks for learning deep learning

Language:Jupyter Notebook000

echo_protocol

Language:C010

kukula

Coding aspects of my collaboration with https://kukula.it/en/about-us/

Language:Python010

mine

Language:Python010

mpoints

A machine learning tool that implements the class of state-dependent Hawkes processes.

Language:PythonMIT000

neural-lifetimes

User behavior prediction from event data.

NOASSERTION000

ondepi

On-line detection of price impact in order-driven markets

Language:Jupyter Notebook010

QuantLib

The QuantLib C++ library

NOASSERTION000

QuantLib-SWIG

QuantLib wrappers to other languages

Language:SWIGNOASSERTION000

smml

Signature Methods in Machine Learning

Language:Jupyter Notebook020

tick

Module for statistical learning, with a particular emphasis on time-dependent modelling

Language:PythonBSD-3-Clause000

udacity_cpp

Udacty nanodegree in c++

Language:C++000