PINAKI BHATTACHARYYA's repositories
Active-Portfolio-Management-Notes
Notes for Active Portfolio Management, by Grinold and Kahn
awesome-machine-learning
A curated list of awesome Machine Learning frameworks, libraries and software.
awesome-rnn
Recurrent Neural Network - A curated list of resources dedicated to RNN
DeepLearningTutorials
Deep Learning Tutorial notes and code. See the wiki for more info.
numerical-methods-pdes
Jupyter notebook class notes for Numerical Methods for PDEs
Replicating_Strategy
A dynamic strategy that replicates the payoff of a derivative described as a stochastic process
scipy2014_tutorial
Tutorial: Bayesian Statistical Analysis in Python
Computational-Fluid-Dynamics
Repository of numerical methods for computational physics models of fluid dynamics.
Analytics_Vidhya
Codes related to activities on AV including articles, hackathons and discussions.
assignment-bank-2015
For submission of class projects at GW, Fall 2015
Doing_bayesian_data_analysis
Python/PyMC3 versions of the programs described in Doing bayesian data analysis by John K. Kruschke
EWS-QR-LPPL-data
data
FiniteDifference_Pricing
Pricing derivatives using the explicit finite-difference method
FinMathematics
Books
learn-wavelets
Jupyter notebooks to keep my learning notes about wavelet theory
Libor-Market-Model
Implementation of term structure model project
maltabCode
Super-directory for all MATLAB code and data analysis; comprises submodules
ML_RiskManagement
Short Course - Applied Machine Learning for Risk Management
talib-extensions
Implementing technical indicators that are not implemented in ta-lib