nagyoli

PROJ_Option_Pricing_Matlab

Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader

CUDA_MC

Monte Carlo simulation to option pricing in CUDA

TMHMC

Transport Map Hamiltonian Monte Carlo

EventStudySuite

An Event Study Tool Suite

Event-Study-Statistics

This repository implements the adjusted BMP / standardized cross-sectional test and the GRANK / generalized rank t test

event-studies

paneleventstudy

This Python package implements the panel (and single entity) event study models, covering the naive two-way fixed effects implementation, and the interaction-weighted implementation from Sun and Abraham (2021) (derived from https://github.com/lsun20/EventStudyInteract).

pymc3-hmm

Hidden Markov models in PyMC3

PyCurve

PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic simulation.

TensorBNN

Full Bayesian inference for neural networks using TensorFlow

market_risk_gan_tensorflow

Using Bidirectional Generative Adversarial Networks to estimate Value-at-Risk for Market Risk Management using TensorFlow.

FeynSimul

Path Integral simulation with OpenCL bindings to Python

time-series-transformers-review

A professionally curated list of awesome resources (paper, code, data, etc.) on transformers in time series.

KerasQuantileModel

Quantile Regression using Deep Learning. An alternative to Bayesian models to get uncertainty.

quantile-regression-tensorflow

Tensorflow implementation of deep quantile regression

RNN_GARCH

Estimating Value-at-Risk with a recurrent neural network (Jordan type) GARCH model

handcalcs

Python library for converting Python calculations into rendered latex.

awesome-pycharm-plugins

A curated list of awesome Pycharm plugins

Bayesian_Statistical_Modeling_with_Stan_R_and_Python

Kentaro Matsuura (2023). Bayesian Statistical Modeling with Stan, R, and Python. Springer, Singapore.

codon

A high-performance, zero-overhead, extensible Python compiler using LLVM

triton

Development repository for the Triton language and compiler

smile

Statistical Machine Intelligence & Learning Engine

Arch-Data-Science

Archlinux PKGBUILDs for Data Science, Machine Learning, Deep Learning, NLP and Computer Vision

Markov_Chain_Monte_Carlo_methods

Bayesian estimation of GARCH models using MCMC

spgarch-bma

Code for Semiparametric GARCH via Bayesian Model Averaging

arch

ARCH models in Python

GARCH-SMC

Efficient Bayesian estimation for GARCH-type models via Sequential Monte Carlo

bmgarch

Bayesian Multivariate GARCH