computational-finance
There are 24 repositories under computational-finance topic.
- Language:Python 229
- CompFinance
asavine / CompFinance
Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)
Language:C++ 160 - notebooks
differential-machine-learning / notebooks
Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Difference' (2021) by Huge and Savine, and cover implementation details left out from the papers.
Language:Jupyter Notebook 135 rabauke / trng4
state of the art C++ pseudo-random number generator library for sequential and parallel Monte Carlo simulations
Language:C++ 117jirotubuyaki / Jdmbs
An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies
Language:R 28chicago-joe / Option-Pricing-via-Levy-Models-in-R
using the Inverse-Transform method to speed up options pricing simulations in R
Language:R 27- appendices
Complement the article 'Differential Machine Learning' (Huge & Savine, 2020), including mathematical proofs and important implementation details for production
bmoretz / Computational-Finance
Collection of projects oriented around the computational finance domain.
Language:C++ 24dksifoua / Stock-Market-Prediction
Stock Market Prediction on High-Frequency Data Using soft computing based AI models
stock-market-predictionpythonhigh-frequency-tradingcomputational-financedeep-neural-networkslogistic-regressiondecision-treessupport-vector-machinesrandom-forestgradient-boostingstackingdimension-reductiongaussian-processesbayesian-optimizationstacked-autoencoderreccurent-neural-networkconvolutional-neural-networksgenerative-adversarial-networktechnical-indicatorsLanguage:Jupyter Notebook 16- Language:Python 16
phelps-sg / learning-market-maker
Python implementation of the basic model described in Chan, Nicholas Tung, and Christian Shelton. "An electronic market-maker."
Language:Python 16- Language:Scala 16
- Language:Jupyter Notebook 11
- Language:MATLAB 10
JASA is a high-performance auction simulator written in JAVA. It is designed for performing experiments in agent-based computational economics.
Language:Java 9hjstobart / msc-computational-finance
A collection of assignment submissions from the 2021/22 MSc Computational Finance Course.
Language:TeX 8- robo-advisor
piero-c / robo-advisor
robo-advisor is a quantitative analysis script written in Python that generates the least volatile portfolio given a list of stocks, with the goal of a 0% return.
Language:Jupyter Notebook 7 danielmenno / gpr-variance-swaps
This repository contains some of the implementations related to my master thesis under supervision of Prof Josef Teichmann at ETH Zurich.
Language:Jupyter Notebook 5NikosNikolopoulos / ComputationalFinance
Some applications in Financial Mathematics.
Language:Jupyter Notebook 5SaashaJoshi / quantum-finance
Quantum Finance + Quantitative Finance
Language:Jupyter Notebook 5skiamu / ComputationalFinance
functions and scripts for the course Computational Finance a.c. 2016/2017
Language:MATLAB 5- Language:TeX 4
jnr494 / Monte-Carlo-Pricing-Library
Monte Carlo Pricing Library in Python
Language:Python 4lcsrodriguez / CuttingEdge-Milliman
Quant. Research project - Cutting-Edge project (In collaboration with Milliman & University of Paris-Saclay)
Language:Jupyter Notebook 4beachc15 / Option-Data-Downloader-for-Rasp-Pi
Tool for building an options dataset written in Python for deployment on the Raspberry Pi.
Language:Python 3- Language:Python 3
wanglouis49 / risk_estimation
Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling)
Language:Python 3- Language:TeX 2
namlehai90 / Chaos-Theory-in-Computational-Finance
Computational Finance Lecture for MSc in AI, at University of Southampton
Language:Jupyter Notebook 2ben-sanati / Computational-Finance-CW
This report explores time series analysis, algorithmic trading, and portfolio optimization. It implements an ARIMA model for forecasting, compares pairs trading strategies on Tesco and Pershing Square Holdings, and derives an efficient portfolio using five stocks from the FTSE 100 index for comparison against a 1/n baseline portfolio.
Language:Python 1MauritsBrinkman / quant-stuff
Code for extracting mean-reverting portfolios out of large data sets.
Language:Python 1Fork of ZuInnoTe/hadoopcryptoledger with additional functionality to compute block hashes and addresses as they appear in blockexplorer
Language:Java 1quantinsights / problem_solving_in_cpp
Selected problems in Science and Mathematics
Language:Jupyter Notebook 1shreya139 / Circuits-in-Stocks
Prediction of Occurrence of Circuits in Stock Prices using Machine Learning
Language:Jupyter Notebook 1tiaraalamanda / computational-quantitative-finance
The repository aims to provide useful resources for financial practitioners, data scientists, and software developers interested in combining mathematics and information technology to analyze and optimize financial decisions.
Language:Jupyter Notebook 1
