Topic: financial-engineering Goto Github

👇 Here are 142 public repositories matching this topic...

adamd1985 / quant_research
financial-engineering,Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.
User: adamd1985
Home Page: https://medium.com/@adamdarmanin
ai algorithmic-trading financial-engineering python quantitative-finance

andrea-dm / yahoo-finance-pynterface
financial-engineering,Yahoo Finance Python Interface
User: andrea-dm
yahoo-finance-api yahoo yahoo-api yahoo-finance finance finance-application financial-engineering financial-analysis financial-data pandas

anthonybradford / optionmatrix
financial-engineering,Financial Derivatives Calculator with 168+ Models (Options Calculator)
User: anthonybradford
Home Page: https://anthonybradford.github.io/optionmatrix/
financial derivatives black-scholes financial-engineering financial-analysis monte-carlo currency-exchange futures vasicek options

anuragagrawaal / pyportfolioanalysis
financial-engineering,'Portfolio Analysis, methods for portfolio optimization'
User: anuragagrawaal
portfoliooptimization python finance portfoliomanager portfolio-construction portfolio-management portfolio-optimization python3 financial-engineering quantitative-finance

bukosabino / financial-forecasting-challenge-gresearch
financial-engineering,My approaches to Financial Forecasting Challenge by G-Research
User: bukosabino
Home Page: https://financialforecasting.gresearch.co.uk
financial-data financial-engineering machine-learning time-series-forecasting

cantaro86 / financial-models-numerical-methods
financial-engineering,Collection of notebooks about quantitative finance, with interactive python code.
User: cantaro86
quantitative-finance jupyter-notebooks kalman-filter option-pricing financial-engineering financial-mathematics partial-differential-equations fourier-inversion stochastic-processes stochastic-differential-equations

chaitjo / markowitz-portfolio-optimization
financial-engineering,Markowitz portfolio optimization on synthetic and real stocks
User: chaitjo
Home Page: https://www.chaitjo.com/archived/markowitz-portfolio-optimization/
convex-optimization portfolio-optimization stock-market python cvxpy markowitz financial-engineering

chakochen / mth9821-numerical-methods-for-finance
financial-engineering,Numerical methods (e.g., binomial trees, Monte Carlo, and finite different methods) for option pricing
User: chakochen
numerical-methods cpp financial-engineering

chicago-joe / option-pricing-via-levy-models-in-r
financial-engineering,using the Inverse-Transform method to speed up options pricing simulations in R
User: chicago-joe
r option-pricing options-trading algorithmic-trading computational-finance levy-models levy-processes levy-process monte-carlo-simulation monte-carlo-simulations

chicago-joe / python-ml-for-financial-applications
financial-engineering,Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling
User: chicago-joe
python machine-learning classification regression data-science data-analysis machine-learning-algorithms scikit-learn financial-engineering financial-markets

chuacheowhuan / gym-continuousdoubleauction
financial-engineering,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.
User: chuacheowhuan
Home Page: https://chuacheowhuan.github.io
multi-agent-reinforcement-learning gym-environment limit-order-book high-frequency-trading ray rllib market-microstructure financial-engineering self-play double-auction

coorung / finance-world
financial-engineering,Optimization techniques on the financial area for the hedging, investment starategies, and risk measures
User: coorung
finance financial-engineering market-microstructure risk-management reinforcement-learning machine-learning deep-learning deep-reinforcement-learning

f-z / financial-modelling
financial-engineering,Financial modelling, derivatives, investments
User: f-z
finance financial-analysis financial-data financial-engineering derivatives options option-pricing binomial-model black-scholes blackscholes

federicomariamassari / financial-engineering
financial-engineering,Applications of Monte Carlo methods to financial engineering projects, in Python.
User: federicomariamassari
financial-engineering monte-carlo python-3

federicomariamassari / willowtree
financial-engineering,Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.
User: federicomariamassari
willow-tree standard-brownian-motion python-3 derivatives-pricing financial-engineering

financialengineerlab / finefinance
financial-engineering,KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@
User: financialengineerlab
financce economics econometrics financial-engineering derivatives options-pricing options futures swap hedging

fschur / deep-reinforcement-learning-for-hedging
financial-engineering,Hedging unsing Deep Reinforcement Learning and Deep Learning
User: fschur
deep-learning financial-engineering hedging reinforcement-learning

hosseinmoein / dataframe
financial-engineering,C++ DataFrame for statistical, Financial, and ML analysis -- in modern C++ using native types and contiguous memory storage
User: hosseinmoein
numerical-analysis dataframe data-analysis multidimensional-data cpp large-data heterogeneous-data statistical-analysis financial-data-analysis financial-engineering

hosseinmoein / tiger
financial-engineering,C++ Matrix -- High performance and accurate (e.g. edge cases) matrix math library with expression template arithmetic operators
User: hosseinmoein
cpp matrix matrix-factorization matrix-decompositions matrix-calculations metaprogramming numerical-analysis statistical-analysis single-value-decomposition eigenvectors

jeonghwan-cheon / lob-deep-learning
financial-engineering,Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio (Sangadiev et al., 2020), etc.
User: jeonghwan-cheon
financial-engineering deep-learning market-microstructure high-frequency-trading limit-order-book convolutional-neural-networks lstm transformer

jirotubuyaki / jdmbs
financial-engineering,An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies
User: jirotubuyaki
option-pricing monte-carlo stock-market cran finance derivatives black-scholes option brownian-motion computational-finance

kouzapo / qfipy
financial-engineering,Portfolio optimization package in Python.
User: kouzapo
python data-analysis computational-finance quantitative-finance financial-engineering stock-market portfolio-optimization time-series

lastancientone / deep_learning_machine_learning_stock
financial-engineering,Deep Learning and Machine Learning stocks represent promising opportunities for both long-term and short-term investors and traders.
User: lastancientone
deep-learning machine-learning stock-price-prediction features-extraction financial-engineering prediction feature-engineering feature-extraction feature-selection stock-data

lastancientone / stock_analysis_for_quant
financial-engineering,Various Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau
User: lastancientone
stock-market stock-analysis trading-strategies technical-analysis technical-indicators stock-prediction signals quantitative-finance quantitative-trading quantitative-analysis

majorlift / volatility-modeling-python-datasci
financial-engineering,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."
User: majorlift
arima-forecasting data-science data-vizualization financial-engineering garch-model granger-causality jupyter-notebook numpy pandas pyplot python3 regression-models research-paper risk-modelling scipy-stats seaborn statsmodels time-series-analysis value-at-risk volatility-modeling

mathworks / awesome-matlab-quant-finance-
financial-engineering,Discover how to leverage MATLAB for quantitative finance modeling
Organization: mathworks
awesome awesome-list financial-analysis financial-engineering financial-modeling machine-learning matlab quantitative-finance matlab-finance

maxim5 / time-series-machine-learning
financial-engineering,Machine learning models for time series analysis
User: maxim5
python machine-learning deep-learning neural-network recurrent-neural-networks time-series time-series-prediction tensorflow xgboost statistics

parkminhyung / r-code-for-finance
financial-engineering,R code for finance
User: parkminhyung
fianance market analysis financial-analysis financial-markets financial-engineering stock stock-data

ppoak / bearalpha
financial-engineering,Quant finance Portal based on project BearAlpha. This project contains strategy back test framework with backtrader, database construct with BearAlpha, factor analyze based on BearAlpha, and financial researches on paper or report with research
User: ppoak
Home Page: https://pypi.org/project/bearalpha/
financial-analysis financial-engineering machine-learning quantitative-finance tensorflow deep-learning

pyfe / fe-r
financial-engineering,Financial Engineering in R
Organization: pyfe
black-scholes option-pricing bachelier financial-engineering mathematical-finance quantitative-finance derivatives

pyfe / pyfeng
financial-engineering,Python Financial ENGineering (PyFENG package in PyPI.org)
Organization: pyfe
financial-engineering mathematical-finance quantitative-finance option-pricing derivatives black-scholes heston-model sabr-model bachelier-model

qrana / financial-maths
financial-engineering,Collection of programs for financial mathematics and statistics
User: qrana
financial-engineering financial-modeling scientific-computing simulations

rishik-j / quantfinance
financial-engineering,This repository contains a range of Financial Engineering Projects utilizing Data Science and Python to apply quantitative methods in the Financial markets
User: rishik-j
arbitrage-trading financial-analysis financial-engineering hft options-pricing options-trading pairs-trading quantitative-finance

rwev / derivat
financial-engineering,Desktop application for theoretical visualization of financial derivatives, using PyQT, Cython, and OpenGL.
User: rwev
python opengl cython pyqt virtualenv yaml derivatives financial-derivatives financial-engineering financial-markets

safe-graph / dgfraud
financial-engineering,A Deep Graph-based Toolbox for Fraud Detection
Organization: safe-graph
fraud-detection fraud-prevention anomaly-detection graph-algorithms graphneuralnetwork machine-learning opensource toolkit datamining datascience

safe-graph / dgfraud-tf2
financial-engineering,A Deep Graph-based Toolbox for Fraud Detection in TensorFlow 2.X
Organization: safe-graph
security machine-learning opensource graph-algorithms toolkit datascience outlier-detection fraud-detection fraud-prevention datamining

salimt / finance-and-risk-management-algorithms
financial-engineering,applications for risk management through computational portfolio construction methods
User: salimt
finance risk-management risk-assessment portfolio-management portfolio-optimization portfolio-construction risk-analysis machine-learning spark-sql spark python3 financial-analysis financial-engineering fintech financial

sdalaman / ec-48w-summer-2019
financial-engineering,Boğaziçi University Department of Economics - Repo For Term Pojects
User: sdalaman
machine-learning financial-engineering economic-data data-science

sebastieneveno / exotx
financial-engineering,exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical methods.
User: sebastieneveno
autocallable exotic-option quantitative-finance quantlib equity-derivatives barrier-option financial-derivatives financial-engineering options-pricing risk-management

shehio / computational-finance
financial-engineering,
User: shehio
yield-curve bootstrapping-statistics optimal-execution optimal-control stochastic-optima almgren-chriss markowitz-portfolio modern-portfolio-theory financial-engineering computational-finance

srbrettle / financial-formulas-library-.net-standard
financial-engineering,A collection of methods for solving Finance/Accounting equations, implemented in C#.
User: srbrettle
finance financial financial-analysis financial-engineering financial-services financial-markets economics accounting equation formula

storieswithsiva / stock-market-analysis
financial-engineering,😲🤑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📊 📈 📉
User: storieswithsiva
Home Page: https://www.instagram.com/storieswithsiva
stock-market-analysis analysis financial-engineering excel stock-prediction signals quantitative-finance quantitative-trading quantitative-analysis financial-analysis

sumit090594 / wqu-projects
financial-engineering,Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement of clearing the courses.
User: sumit090594
financial-engineering r python econometrics portfolio-management machine-learning monte-carlo-simulation value-at-risk fourier-pricing-technique option-pricing

thomasduffy328 / financial-engineering
financial-engineering,Functions built on material from Columbia's Coursera courses on Financial Engineering and Risk Management (I & II).
User: thomasduffy328
finance financial-engineering quantitative-finance coursera

tituschirchir / networkanalysis
financial-engineering,Contagion effect in a financial network of banking institutions
User: tituschirchir
systemic risk-networks financial-engineering financial-analysis contagion

ucfbrd / ml-quant-finance
financial-engineering,Machine Learning for Quantitative Finance
User: ucfbrd
machine-learning quantitative-finance finance portfolio neural-network financial-engineering mit

yaldan / hf.econometrics
financial-engineering,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
User: yaldan
bitcoin cryptocurrency financial-analysis financial-data financial-econometrics financial-engineering high-frequency-data high-frequency-trading

yukiyasuda2718 / rl-bsmodel-with-costs
financial-engineering,Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy gradient.
User: yukiyasuda2718
deep-deterministic-policy-gradient deep-q-network financial-engineering keras-tensorflow reinforcement-learning

yuvalofek / financial-signal-processing
financial-engineering,Financial engineering from a signal processing perspective
User: yuvalofek
signal-processing financial-engineering signal-processing-perspective stock-market black-scholes stochastic-processes stochastic-differential-equations martingale arma-garch financial-data

zelos-alpha / demeter
financial-engineering,Better backtest toolkit for Uniswap v3 and Aave.
Organization: zelos-alpha
Home Page: https://medium.com/zelos-research
aave backtesting ethereum financial-engineering polygon uniswap-v3