Pinned Repositories
3d_graph_layout_unity
atom
Atom : an Agent-Based Financial Artificial Market in Java. Build yourself in silico experiments
atomPython
An Agent-Based Financial Platform. See how evolve agents in a realistic double auction order book
Black-Scholes-Option-Pricing-with-Monte-Carlo-
The purpose of this notebook is to explore different methods for the valuation of options within the framework of the Black-Scholes pricing model with the use of Python. In particular, we will rely on Monte Carlo methods for the pricing of european call options, and compare the results with those obtained through the exact Black-Scholes solution.
Blue_Lea
Test for 1200 shades of blue
burst-detection
A series of scripts that can be used to classify activity patterns in neural spike trains
burst_detection
Detect bursts in batched data using Kleinberg's (2002) algorithm.
burstanalysis
Resources for burst analysis paper
causalml
Uplift modeling and causal inference with machine learning algorithms
tasnim_comm
DemenzEchtbaer's Repositories
DemenzEchtbaer/tasnim_comm
DemenzEchtbaer/atomPython
An Agent-Based Financial Platform. See how evolve agents in a realistic double auction order book
DemenzEchtbaer/Blue_Lea
Test for 1200 shades of blue
DemenzEchtbaer/cellpylib
A library for working with Cellular Automata, for Python.
DemenzEchtbaer/chaospy
Chaotic attractors (Lorenz, Rossler, Rikitake etc.)
DemenzEchtbaer/CHIP-Network-Model
Python implementation of the CHIP network model, published in NeurIPS 2020.
DemenzEchtbaer/ClusterGCN
A PyTorch implementation of "Cluster-GCN: An Efficient Algorithm for Training Deep and Large Graph Convolutional Networks" (KDD 2019).
DemenzEchtbaer/DISCOTRESS
🦜 DISCOTRESS 🦜 is a software package to simulate and analyse the dynamics on arbitrary Markov chains
DemenzEchtbaer/distfit
Python package for probability density function fitting of univariate distributions of non-censored data.
DemenzEchtbaer/etas
calibrate ETAS, simulate using ETAS, estimate completeness magnitude & magnitude frequency distribution
DemenzEchtbaer/Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
DemenzEchtbaer/fnn
Embed strange attractors using a regularizer for autoencoders
DemenzEchtbaer/GP_algorithm
Implementation of the Grassberger-Procaccia algorithm to estimate the Correlation Dimension of a set of points
DemenzEchtbaer/gradient_test
DemenzEchtbaer/keeler_posts
Pieces of code that have appeared on my blog with a focus on stochastic simulations.
DemenzEchtbaer/market-des
Agent-based discrete event simulation of a market
DemenzEchtbaer/maxent
Maximum Entropy Modeling Toolkit for Python and C++
DemenzEchtbaer/MPP_SLTs_cellular_sensing
DemenzEchtbaer/netomaton
A Python library for working with Network Automata, Cellular Automata, and other discrete dynamical systems
DemenzEchtbaer/nphc
NPHC
DemenzEchtbaer/nphc_kyrillos
DemenzEchtbaer/optionlab
A Python library for evaluating option trading strategies.
DemenzEchtbaer/PyFENG
Python Financial ENGineering (PyFENG package in PyPI.org)
DemenzEchtbaer/pytradesimulator
Python based exchange simulator using FIX protocol
DemenzEchtbaer/pyvoro
2D and 3D Voronoi tessellations: a python entry point for the voro++ library
DemenzEchtbaer/reliability
Reliability engineering toolkit for Python - https://reliability.readthedocs.io/en/latest/
DemenzEchtbaer/shift-python
Stevens High Frequency Trading (SHIFT) Simulation System - Python Client
DemenzEchtbaer/similarity_measures
Quantify the difference between two arbitrary curves in space
DemenzEchtbaer/Trading-Engine
This repository contains EDEN and EXODUS. EDEN is an algorithmic trading platform, and EXODUS is EDEN's market data dissemination arm.
DemenzEchtbaer/Unsupervised-ML-Modelling-for-Segmentation
Python Implementation of multiple unsupervised segmentation models and evaluating them through multiple evaluation metrics