Pinned Repositories
Advanced_empirical_finance_and_data_science
Documentation of R projects on financial econometrics and extensive machine learning (See Assignment3.Rmd)
Analysis-on-systematic-trading-strategies
Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.
awesome-chatgpt-prompts
This repo includes ChatGPT prompt curation to use ChatGPT better.
Bankruptcy_Prediction
Black-Scholes-Merton-Model-2
Derivative pricing
bsm-model
python black scholes merton model (BSM) easier to perform research
FinanceChartbook
A graphical presentation of the financial economy using R Markdown and the St. Louis FRED database.
ForexTickDownloader
download forex historical data with python
hurst_reinforcement_trading
environment and models for reinforcement learning applied to trading synthetic signals with statistical autocorrelations
WorldQuant_Asset-Portfolio-Management
This repository represents work in progress for the Worldquant University Capstone Project titled: Asset Portfolio Management using Deep Reinforcement Learning (DRL). The work presented explores the use of Deep Reinforcement Learning in dynamically allocating assets in a portfolio in order to solve the Tactical Asset Allocation (TAA) problem.
Karagul's Repositories
Karagul/alpha_vantage
A python wrapper for Alpha Vantage API for financial data.
Karagul/Bond_pricing_1
Bond pricing using YTM or zero curve. Also basic NPV/IRR functions
Karagul/Bond_pricing_3
A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. Contains tools for full Curveset construction with market standard optimisers and automatic differention (AD) and risk sensitivity calculations including delta and cross-gamma.
Karagul/Car_Loan_Price-Estimation-
Project- Car loan price estimation for loan Companies.
Karagul/cbsodataR
Statistics Netherlands (CBS) OpenData API Client for R
Karagul/CDS_4
Karagul/Climate-risk_2
Karagul/Climate_Risk_App
Credit Risk in the Climate Change Era : A case study for Eurozone Banks with RNN and Structrural Causa Model (2010 -2020
Karagul/Comprehensive_Time_Series_Analysis
Karagul/Credit-Default-Swap-Pricing
Credit Default Swap Pricing Python Implementation
Karagul/Data_Science
The Polars library has emerged as the most sought-after Python package in data science, owing to its impressive speed and dplyr-like syntax. In recognition of its potential, I have created a dedicated GitHub repository for Polars, where both experienced and budding data scientists and analysts can access a plethora of informative Polars tutorials.
Karagul/Economic_Scenario_Generator_1
Economic scenario generator for python: simulate stocks, interest rates, and other stochastic processes.
Karagul/Economic_Scenario_Generator_2
Open-source stochastic economic scenario generator.
Karagul/gtsummary
Presentation-Ready Data Summary and Analytic Result Tables
Karagul/Loan_Price_prediction
loan price prediction using logistic regression
Karagul/Loan_pricing
Boilerplate template for loan pricing analysis
Karagul/MIDAS_3
Public Repository for the Thesis: "From MIDAS to Deep Learning: A comprehensive benchmark of big data economic forecasting models"
Karagul/OECD_1
Reproducible and programmatic access to OECD data
Karagul/Physical_Climate_Risk
Physical climate risk calculation engine
Karagul/Portfolio_Analytics_quantstats
Portfolio analytics for quants, written in Python
Karagul/Probabilistic-Loan-Pricing
This notebook calculates the IRR of loans with final balloon payments.
Karagul/py-shiny-templates
Templates for Shiny for Python
Karagul/Quantitative-Risk-Management-Course
Includes python CODE + notebooks of the Quantitative Risk Management subject in the Advantere Master in Finance Program
Karagul/Retail-Revenue-Forecasting
Designed an end-to-end ML model pipeline, forecasting department-wide sales by accounting for holiday markdown effects, spanning data collection to inferencing.
Karagul/RMarkdown-cookbook
R Markdown Cookbook. A range of tips and tricks to make better use of R Markdown.
Karagul/RMarkdown_Course-Material
Bayesian Data Analysis course at Aalto
Karagul/RMarkdown_Data-Analytics_1
Using R Markdown for Data Analysis, Machine Learning
Karagul/streamlit-example
Example Streamlit app that you can fork to test out share.streamlit.io
Karagul/Tensorflow-quant-finance
High-performance TensorFlow library for quantitative finance.
Karagul/weekly-report_RMarkdown
Rmd to automate the production of the RBAC weekly report