FelixDuong

Love programming quantitative finance ...!

Pinned Repositories

CIR-Simulation
Implementation Cox-Ingersoll-Ross Model
Language:C++0 1 00
CIRModel
Implementation CIR model via Java
Language:Java0 1 00
NSS
Build yield curve via Nelson–Siegel–Svensson model
Language:C++0 1 01
NSS-Java
Nelson–Siegel–Svensson model in java
Language:Java0 1 00
NSS_PYOMO
NSS Problem via PYOMO
Language:Python0 1 00
Optimlib
Implementation gsl optimization log-likelihood function
Language:C++0 1 00
TimeSeries-H2O
TimeSeries-H2O
Language:Python0 1 00
xgboost
Scalable, Portable and Distributed Gradient Boosting (GBDT, GBRT or GBM) Library, for Python, R, Java, Scala, C++ and more. Runs on single machine, Hadoop, Spark, Dask, Flink and DataFlow
Language:C++0 1 00

FelixDuong's Repositories

FelixDuong/CIR-Simulation
Implementation Cox-Ingersoll-Ross Model
Language:C++0 1 00
FelixDuong/CIRModel
Implementation CIR model via Java
Language:Java0 1 00
FelixDuong/NSS
Build yield curve via Nelson–Siegel–Svensson model
Language:C++0 1 01
FelixDuong/NSS-Java
Nelson–Siegel–Svensson model in java
Language:Java0 1 00
FelixDuong/NSS_PYOMO
NSS Problem via PYOMO
Language:Python0 1 00
FelixDuong/Optimlib
Implementation gsl optimization log-likelihood function
Language:C++0 1 00
FelixDuong/TimeSeries-H2O
TimeSeries-H2O
Language:Python0 1 00
FelixDuong/xgboost
Scalable, Portable and Distributed Gradient Boosting (GBDT, GBRT or GBM) Library, for Python, R, Java, Scala, C++ and more. Runs on single machine, Hadoop, Spark, Dask, Flink and DataFlow
Language:C++0 1 00