financial-economics

There are 3 repositories under financial-economics topic.

• asaficontact / FX_forecasting_model

  Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"

  exchange-ratesexchange-rates-forecastingfinancial-econometricsfinancial-economicsasset-pricingforexforex-predictionprincipal-component-analysispandasinterest-ratesyield-curve
  Language:Python 25

• rsvp / awesome-economics

  Crowd-sourced links for economists, esp. in financial economics with computational interests.

  economicseconometricseconomic-dataeconomics-modelsquantitative-financefinanceawesomeawesome-listfinancial-economics
  18

• shehio / Computational-Finance

  yield-curvebootstrapping-statisticsoptimal-executionoptimal-controlstochastic-optimaalmgren-chrissmarkowitz-portfoliomodern-portfolio-theoryfinancial-engineeringcomputational-financefinancial-economicsmonte-carlomonte-carlo-simulationmonte-carlo-samplingmonte-carlo-integration
  Language:MATLAB 10

• asaficontact / learning_to_beat_the_random_walk

  In this project, I explore various machine learning techniques including Principal Component Analysis (PCA), Support Vector Machines (SVM), Artificial Neural Networks (ANN), and Sentiment Analysis in an effort to predict the directional changes in exchange rates for a list of developed and developing countries.

  neural-networkssentiment-analysistf-idfcosine-similarityvader-sentiment-analysistextblob-sentiment-analysisobject-oriented-programmingexchange-ratesexchange-rates-forecastingfinancial-econometricsfinancial-economicsasset-pricingforexforex-predictioncarry-tradeshinyappslatexsupport-vector-machinesprincipal-component-analysisnews-articles
  Language:TeX 8

• SakethAleti / Senior-Thesis-PFOF

  Code for my senior thesis: "The Effect of Payment for Order Flow on Order Routing to Market Centers"

  financial-economicsmarket-microstructure
  Language:Jupyter Notebook 1