Pinned Repositories
ABayesianMarkovRegimeSwitchingModelofStockReturnVolatility
AnExtremeValueTheoryApproachtoFinancialRiskModeling
bsvarTVPs
Bayesian Estimation of Heteroskedastic Structural Vector Autoregressions with Markov-Switching and Time-Varying Identification of the Structural Matrix
credit-risk-modelling
Credit-Risk Modelling Libraries
Deep-Hedging
Deep-Optimal-Stopping
Deep Optimal Stopping Project
Deep-Reinforcement-Learning-Algorithms-with-PyTorch
PyTorch implementations of deep reinforcement learning algorithms and environments
econpizza
Solve nonlinear heterogeneous agent models
financial-machine-learning
A curated list of practical financial machine learning (FinML) tools and applications in Python (by @firmai)
StressTestingLoanPortfolio
KhalilBelghouat's Repositories
KhalilBelghouat/StressTestingLoanPortfolio
KhalilBelghouat/ABayesianMarkovRegimeSwitchingModelofStockReturnVolatility
KhalilBelghouat/financial-machine-learning
A curated list of practical financial machine learning (FinML) tools and applications in Python (by @firmai)
KhalilBelghouat/AnExtremeValueTheoryApproachtoFinancialRiskModeling
KhalilBelghouat/bsvarTVPs
Bayesian Estimation of Heteroskedastic Structural Vector Autoregressions with Markov-Switching and Time-Varying Identification of the Structural Matrix
KhalilBelghouat/Deep-Reinforcement-Learning-Algorithms-with-PyTorch
PyTorch implementations of deep reinforcement learning algorithms and environments
KhalilBelghouat/econpizza
Solve nonlinear heterogeneous agent models
KhalilBelghouat/EliteQuant
A list of online resources for quantitative modeling, trading, portfolio management
KhalilBelghouat/ExtremeRiskForecastingviaMarkovRegimeSwitchingModels
KhalilBelghouat/FinRL-Library
A Deep Reinforcement Learning Library for Automated Trading in Quantitative Finance. NeurIPS 2020. Please star. 🔥
KhalilBelghouat/Kalman-and-Bayesian-Filters-in-Python
Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.
KhalilBelghouat/lppls
Library for fitting the LPPLS model to data.
KhalilBelghouat/M5-methods
Data, Benchmarks, and methods submitted to the M5 forecasting competition
KhalilBelghouat/machine-learning-for-trading
Code for Machine Learning for Algorithmic Trading, 2nd edition.
KhalilBelghouat/markov-switching-multifractal
Python implementation of the Markov-Switching Multifractal model (MSM) of Calvet & Fisher (2004, 2008).
KhalilBelghouat/MeasuringSystemicRiskintheMoroccanBankingSector
KhalilBelghouat/ModelingStockMarketVolatility
KhalilBelghouat/msCoVaR
KhalilBelghouat/projectlib
Replication codes for several of my projects
KhalilBelghouat/pydsge
A package to simulate, filter, and estimate DSGE models with occasionally binding constraints
KhalilBelghouat/PyfengForPapers
Python Code for Quantitative Finance Papers
KhalilBelghouat/qlib
Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies.
KhalilBelghouat/QuantLib
The QuantLib C++ library
KhalilBelghouat/reinforcement_learning_course_materials
Lecture notes, tutorial tasks including solutions as well as online videos for the reinforcement learning course hosted by Paderborn University
KhalilBelghouat/robust-risk-aware-rl
Some implementations from the paper robust risk aware reinforcement learning
KhalilBelghouat/SpeculativeBubblesFinancialCrisesandContagion
KhalilBelghouat/StatisticalLearningApproachestotheSocioeconomicDeterminantsofSocialRelegation
KhalilBelghouat/StructuralBreaksandExtremeEventsinFinancialMarkets
KhalilBelghouat/SystemicRisk
A framework for systemic risk valuation and analysis.
KhalilBelghouat/tf-quant-finance
High-performance TensorFlow library for quantitative finance.