Tom J. Espel's repositories
discretization-cir-processes
This is a simulation project for the seconder order discretization schemes for the CIR process.
barrier-and-look-back-options
This package allows you to perform various computations on European call options, barrier options and look-back options in the C++ language.
cornic
A package for cryptocurrency portfolio dynamic management.
Language:GoGPL-3.0000
kairos-volatility-prediction
Advanced machine learning techniques for volatility prediction on financial markets. The Kairos package was developed for CFM’s ENS DataChallenge 2018.
Language:Jupyter NotebookApache-2.0000