financial-engineering
There are 146 repositories under financial-engineering topic.
cantaro86/Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
hosseinmoein/DataFrame
C++ DataFrame for statistical, Financial, and ML analysis -- in modern C++ using native types and contiguous memory storage
LastAncientOne/Stock_Analysis_For_Quant
Various Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau
LastAncientOne/Deep_Learning_Machine_Learning_Stock
Deep Learning and Machine Learning stocks represent promising opportunities for both long-term and short-term investors and traders.
safe-graph/DGFraud
A Deep Graph-based Toolbox for Fraud Detection
maxim5/time-series-machine-learning
Machine learning models for time series analysis
federicomariamassari/financial-engineering
Applications of Monte Carlo methods to financial engineering projects, in Python.
srbrettle/Financial-Formulas-Library-.NET-Standard
A collection of methods for solving Finance/Accounting equations, implemented in C#.
federicomariamassari/willowtree
Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.
AnthonyBradford/optionmatrix
Financial Derivatives Calculator with 168+ Models (Options Calculator)
ChuaCheowHuan/gym-continuousDoubleAuction
A custom MARL (multi-agent reinforcement learning) environment where multiple agents trade against one another (self-play) in a zero-sum continuous double auction. Ray [RLlib] is used for training.
PyFE/PyFENG
Python Financial ENGineering (PyFENG package in PyPI.org)
safe-graph/DGFraud-TF2
A Deep Graph-based Toolbox for Fraud Detection in TensorFlow 2.X
hosseinmoein/Tiger
C++ Matrix -- High performance and accurate (e.g. edge cases) matrix math library with expression template arithmetic operators
chaitjo/markowitz-portfolio-optimization
Markowitz portfolio optimization on synthetic and real stocks
Jeonghwan-Cheon/lob-deep-learning
Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio (Sangadiev et al., 2020), etc.
storieswithsiva/Stock-Market-Analysis
😲🤑Method for Investors and Traders to make Buying and Selling Decisions. 😄Fundamental hare Market Analysis is about using Real data to evaluate a Stock's Value📊 📈 📉
bukosabino/financial-forecasting-challenge-gresearch
My approaches to Financial Forecasting Challenge by G-Research
coorung/Finance-World
Optimization techniques on the financial area for the hedging, investment starategies, and risk measures
adamd1985/quant_research
Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.
salimt/Finance-and-Risk-Management-Algorithms
applications for risk management through computational portfolio construction methods
chicago-joe/Option-Pricing-via-Levy-Models-in-R
using the Inverse-Transform method to speed up options pricing simulations in R
jirotubuyaki/Jdmbs
An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies
zelos-alpha/demeter
Better backtest toolkit for Uniswap v3 and Aave.
sumit090594/WQU-Projects
Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement of clearing the courses.
FinancialEngineerLab/finefinance
KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@
anuragagrawaal/pyPortfolioAnalysis
'Portfolio Analysis, methods for portfolio optimization'
fschur/Deep-Reinforcement-Learning-for-Hedging
Hedging unsing Deep Reinforcement Learning and Deep Learning
parkminhyung/R-code-for-finance
R code for finance
ucfbrd/ML-Quant-Finance
Machine Learning for Quantitative Finance
ChakoChen/MTH9821-Numerical-Methods-for-Finance
Numerical methods (e.g., binomial trees, Monte Carlo, and finite different methods) for option pricing
MajorLift/volatility-modeling-python-datasci
Undergraduate thesis, Seoul National University Dept. of Economics — "Modeling Volatility and Risk Spillover Between the Financial Markets of US and China Using GARCH Value-at-Risk Forecasting and Granger Causality."
thomasduffy328/financial-engineering
Functions built on material from Columbia's Coursera courses on Financial Engineering and Risk Management (I & II).
andrea-dm/yahoo-finance-pynterface
Yahoo Finance Python Interface
YukiYasuda2718/rl-bsmodel-with-costs
Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy gradient.
ppoak/BearAlpha
Quant finance Portal based on project BearAlpha. This project contains strategy back test framework with backtrader, database construct with BearAlpha, factor analyze based on BearAlpha, and financial researches on paper or report with research