mortenwillendrup Goto Github PK

4735project

accelerating_dual_momentum

algorithmic-trading-python

The repository for freeCodeCamp's YouTube course, Algorithmic Trading in Python

applied_finance

atpbetting

A strategy for tennis matches betting

backtesting.py

:mag_right: :chart_with_upwards_trend: :snake: :moneybag: Backtest trading strategies in Python.

bondstats_source

Source Code til BondStats

book_irds3

Code repository for Pricing and Trading Interest Rate Derivatives

calibrationnn

Model Calibration with Neural Networks

computational_finance

Projects focusing on investigating simulations and computational techniques applied in finance

creditriskmodelling

Python Code for the course Credit Risk Modeling on CBS Spring 2021

cs230-project

Deep Reinforcement Learning Framework for Factor Investing

datascience_finalproject

Utilizing data science and machine learning to predict the future of players and teams in Counter-Strike: Global Offensive videogame

documentation

Plotly's Documentation

edhec_investment-management-with-python-and-machine-learning-

Jupyter notebooks and data files of the new EDHEC specialization on quantitative finance (completed Aug 2022)

fft-method-option-pricing

financialeconometricsa

graph-theory

Julia and Python complex system applications in ecology, epidemiology, sociology, economics & finance; network science models including Bianconi-Barabási, Barabási-Albert, Watts-Strogatz & Erdős-Rényi; graph theory algorithms involving Gillespie, Bron Kerbosch, Bellman Ford, A*, Kruskal, Borůvka, Prim, Dijkstra, Topological Sort, DFS, BFS

heston_nandi_garch

Script to fit the Heston-Nandi GARCH(1,1) model. Includes MLE of parameters, future path simulation, Monte Carlo simulation for option price and computations of pdf and cdf.

hull-white-model-calibration

The Hull-White model is a single-factor interest model used to price interest rate derivatives. The Hull-White model assumes that short rates have a normal distribution and that the short rates are subject to mean reversion. In its most generic formulation, it belongs to the class of no-arbitrage models that are able to fit today's term structure of interest rates. I compared Vasicek model and Hull White model, then calibrated Hull White model with Python. You are welcome to provide your comments and subscribe to my YouTube channel.

hw-calibration

HW Calibration using QuantLib Python

hw1f-hw2f

Hull-White 1/2 Factor Dynamics

iexfinance

Python SDK for IEX Cloud and the Legacy Version 1.0 Investor's Exchange (IEX) Developer API

interesting-rates

Economic models and things in Pytorch

ipython_notebooks

Set of Jupyter (iPython) notebooks (and few pdf-presentations) about things that I am interested on, like Computer Science, Statistics and Machine-Learning, Artificial Intelligence (AI), Financial Engineering, Optimization, Stochastic Modelling, Time-Series forecasting, Science in general... and more.

ipythonscripts

Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning

isds2020

Introduction to Social Data Science 2020 - a summer school course abjer.github.io/isds2020

jupyter

Jupyter metapackage for installation, docs and chat

machine-learning

Python machine learning applications in image processing and algorithm implementations including Dawid-Skene, Platt-Burges, Expectation Maximization, Factor Analysis, Gaussian Mixture Model, OPTICS, DBSCAN, Random Forest, Decision Tree, Support Vector Machine, Independent Component Analysis, Latent Semantic Indexing, Principal Component Analysis, Singular Value Decomposition, K Nearest Neighbors, K Means, Naïve Bayes Mixture Model, Gaussian Discriminant Analysis, Newton Method, Gradient Descent

machine-learning-asset-management

Machine Learning in Asset Management