federico-m-lopez

federico-m-lopez's Stars

• growthbook/growthbook

  Open Source Feature Flagging and A/B Testing Platform

  Language:TypeScript6.3k33976518

• daveshap/OpenAI_Agent_Swarm

  HAAS = Hierarchical Autonomous Agent Swarm - "Resistance is futile!"

  Language:Python3.1k11928394

• citp/BlockSci

  A high-performance tool for blockchain science and exploration

  Language:C++1.3k69395261

• Tiiiger/SGC

  official implementation for the paper "Simplifying Graph Convolutional Networks"

  Language:Python8351829147

• mlpotter/Transformer_Time_Series

  Enhancing the Locality and Breaking the Memory Bottleneck of Transformer on Time Series Forecasting (NeurIPS 2019)

  Language:Jupyter Notebook55454100

• DeFiCh/ain

  DeFi Blockchain - enabling decentralized finance on Bitcoin

  Language:C++40935515122

• FilippoMB/Time-series-classification-and-clustering-with-Reservoir-Computing

  Library for implementing reservoir computing models (echo state networks) for multivariate time series classification and clustering.

  Language:Python35720785

• fracdiff/fracdiff

  Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial Machine Learning" by M. Prado.

  Language:Python29934361

• attack68/rateslib

  A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) and FX swaps. Contains tools for full Curveset construction with market standard optimisers and automatic differentiaton (AD) and risk sensitivity calculations including delta and cross-gamma.

  Language:Python167410529

• joesocktwo/Wall-Street-Bets-Master-Doc

  This repository is intended for research pertaining to the repo market and the international banking system. It is to be used for analysis by the autists of WSB.

  12748825

• macrosynergy/macrosynergy

  Macrosynergy Quant Research

  Language:Python108628316

• jpmorganchase/abides-jpmc-public

  Language:Jupyter Notebook10513954

• epogrebnyak/abacus

  A small yet valid double-entry accounting system in Python and command line.

  Language:Python583804

• systemaccounting/mxfactorial

  a payment application intended for deployment by the united states treasury that replaces banking with accounting

  Language:Rust471316526

• genedan/TmVal

  Time Value of Money - a Python package for mathematical interest theory, annuity, and bond calculations.

  Language:Python324665

• msabvid/robust_nsde

  Robust pricing and hedging via Neural SDEs

  Language:Python313111

• max-fitzpatrick/bond_pricer

  Python class and jupyter iPython notebook for pricing a fixed coupon bond

  Language:Jupyter Notebook232010

• CianODuffy/LiborMarketModel

  Credit Value Adjustment (CVA) calculation for interest rate swaps using a risk neutral Libor Market Model (LMM) calibrated to european swaption implied volatilities.

  Language:Python161012

• Fixed-Income-OS/fxpy

  A python library for modeling and analyzing fixed income securities

  Language:Python10246

• dongxy1014/Bond-Risk-Premia

  Replicate "Bond Risk Premia" by John H. Cochrane, Monika Piazzesi in Python

  Language:Python9107

• upathare1/Advanced-Term-Structures

  Our project extends the classical models such as Vasicek and CIR to incorporate the effects of jump-risks in the market. We explore modern methods to price and calibrate such models and evaluate their pricing performance with respect to classical models and the observed market prices.

  Language:Jupyter Notebook8304

• nicocrucco/Computational-Finance

  Pricing a Swaption

  Language:Python5100

• wilhelmagren/finq

  🔬 Quantitative analysis and management toolbox for financial applications.

  Language:Python52150

• nathansimonis1612/NN-swaptionPricing

  Price European Swaptions with a deep neural network

  Language:Jupyter Notebook4

• Harryjasona/Discount-Cashflow-Model

  This model was my professional first experience coding with python. It provides a valuation for a investment that regularly pays a highly secure cash flow, in this case I have used ground rent payments from freehold ownership contracts to demonstrate its viability.

  Language:Jupyter Notebook3101

• heitorbaldo/PyTropical

  PyTropical is a Python package for tropical mathematics.

  Language:Jupyter Notebook2100

• answering007/bfportf

  Optimize portfolio with brute force

  Language:Python1

• diegodalvarez/FallenAngelRiskPremia

  Long Short Fallen Angel Premia

  Language:HTML1100

• enexqnt/FinMathRandomStuff

  some old notebooks for bond computation and option pricing trees

  Language:Jupyter Notebook1100

• lukasjaeger-lj/Smart-Bonds

  This is a group project for a master-level course in Smart Contracts and Decentralised Finance.

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