financial-engineering
There are 53 repositories under financial-engineering topic.
cantaro86 / Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
quantitative-financejupyter-notebookskalman-filteroption-pricingfinancial-engineeringfinancial-mathematicspartial-differential-equationsfourier-inversionstochastic-processesstochastic-differential-equationslevy-processesheston-modelbrownian-motionamerican-optionsmonte-carlo-methodspythonlinear-regressionlinear-systems-equationsjump-diffusion-mertons-modeleconometricsLanguage:Jupyter Notebook 5372- DataFrame
hosseinmoein / DataFrame
C++ DataFrame for statistical, Financial, and ML analysis -- in modern C++ using native types and contiguous memory storage
Language:C++ 2338 LastAncientOne / Stock_Analysis_For_Quant
Various Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau
Language:Jupyter Notebook 1609Deep Learning and Machine Learning stocks represent promising opportunities for both long-term and short-term investors and traders.
Language:Jupyter Notebook 1177safe-graph / DGFraud
A Deep Graph-based Toolbox for Fraud Detection
Language:Python 675maxim5 / time-series-machine-learning
Machine learning models for time series analysis
Language:Python 366federicomariamassari / financial-engineering
Applications of Monte Carlo methods to financial engineering projects, in Python.
Language:Python 356srbrettle / Financial-Formulas-Library-.NET-Standard
A collection of methods for solving Finance/Accounting equations, implemented in C#.
Language:C# 239Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.
Language:Python 236AnthonyBradford / optionmatrix
Financial Derivatives Calculator with 168+ Models (Options Calculator)
Language:C++ 189- Language:Python 139
ChuaCheowHuan / gym-continuousDoubleAuction
A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum continuous double auction. Ray [RLlib] is used for training.
Language:Jupyter Notebook 137A Deep Graph-based Toolbox for Fraud Detection in TensorFlow 2.X
Language:Python 124- Tiger
C++ Matrix -- High performance and accurate (e.g. edge cases) matrix math library with expression template arithmetic operators
cppmatrixmatrix-factorizationmatrix-decompositionsmatrix-calculationsmetaprogrammingnumerical-analysisstatistical-analysissingle-value-decompositioneigenvectorsqr-decompositionlu-decompositiontridiagonalhessenberg-reductionschur-decompositiondeterminant-calculationeigenvaluesdata-sciencematrix-math-libraryfinancial-engineeringLanguage:C++ 111 Jeonghwan-Cheon / lob-deep-learning
Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio (Sangadiev et al., 2020), etc.
Language:Python 75chaitjo / markowitz-portfolio-optimization
Markowitz portfolio optimization on synthetic and real stocks
Language:Python 72- Stock-Market-Analysis
storieswithsiva / Stock-Market-Analysis
😲🤑Method for Investors and Traders to make Buying and Selling Decisions. 😄Fundamental hare Market Analysis is about using Real data to evaluate a Stock's Value📊 📈 📉
stock-market-analysisanalysisfinancial-engineeringexcelstock-predictionsignalsquantitative-financequantitative-tradingquantitative-analysisfinancial-analysisfinancial-datastock-marketstock-analysisstock-tradingtrading-strategiespairs-tradingtechnical-analysistechnical-indicatorsmomentum-trading-strategystock-pricesLanguage:Jupyter Notebook 50 bukosabino / financial-forecasting-challenge-gresearch
My approaches to Financial Forecasting Challenge by G-Research
Language:Jupyter Notebook 41coorung / Finance-World
Optimization techniques on the financial area for the hedging, investment starategies, and risk measures
Language:Jupyter Notebook 41- quant_research
adamd1985 / quant_research
Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.
Language:Jupyter Notebook 34 salimt / Finance-and-Risk-Management-Algorithms
applications for risk management through computational portfolio construction methods
Language:Jupyter Notebook 32chicago-joe / Option-Pricing-via-Levy-Models-in-R
using the Inverse-Transform method to speed up options pricing simulations in R
Language:R 27jirotubuyaki / Jdmbs
An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies
Language:R 27zelos-alpha / demeter
Better backtest toolkit for Uniswap v3 and Aave.
Language:Python 27- WQU-Projects
sumit090594 / WQU-Projects
Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement of clearing the courses.
Language:Jupyter Notebook 25 FinancialEngineerLab / finefinance
KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@
Language:Jupyter Notebook 23anuragagrawaal / pyPortfolioAnalysis
'Portfolio Analysis, methods for portfolio optimization'
Language:Python 22fschur / Deep-Reinforcement-Learning-for-Hedging
Hedging unsing Deep Reinforcement Learning and Deep Learning
Language:Python 21parkminhyung / R-code-for-finance
R code for finance
Language:Jupyter Notebook 21ucfbrd / ML-Quant-Finance
Machine Learning for Quantitative Finance
Language:Jupyter Notebook 21ChakoChen / MTH9821-Numerical-Methods-for-Finance
Numerical methods (e.g., binomial trees, Monte Carlo, and finite different methods) for option pricing
Language:C++ 18MajorLift / volatility-modeling-python-datasci
Undergraduate thesis, Seoul National University Dept. of Economics — "Modeling Volatility and Risk Spillover Between the Financial Markets of US and China Using GARCH Value-at-Risk Forecasting and Granger Causality."
Language:HTML 18thomasduffy328 / financial-engineering
Functions built on material from Columbia's Coursera courses on Financial Engineering and Risk Management (I & II).
Language:R 18YukiYasuda2718 / rl-bsmodel-with-costs
Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy gradient.
Language:Jupyter Notebook 18andrea-dm / yahoo-finance-pynterface
Yahoo Finance Python Interface
Language:Python 17YalDan / hf.econometrics
Companion to publication "Understanding Jumps in High Frequency Digital Asset Markets". Contains scalable implementations of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy high frequency data
Language:R 16
