chekaru Goto Github PK

neural-network-with-financial-time-series-data

This solution presents an accessible, non-trivial example of machine learning (Deep learning) with financial time series using Keras on top of Tensor Flow

nm-under-frtb

Public repository with the programmed codes for the study "Non-modellability under the Fundamental Review of the Trading Book (FRTB) framework."

ob-analytics

Limit order book event processing and visualisation

obmodeling

orderbook

A fast limit order book implementation in Python, inspired by voyager's winning 2011 QuantCup entry

pomdpgallery.jl

A gallery of POMDPs.jl problems

portanyopt

Analyzes and Optimizes a Stock Portfolio

py4fi

Python for Finance (O'Reilly)

pybor

PYBOR is multi-curve interest rate framework and risk engine based on multivariate optimization techniques, written in Python

pydlon15

Open Source Tools for Financial Time Series Analysis and Visualization

pyhawkes

Python framework for inference in Hawkes processes.

pylimitorderbook

Limit Order Book Implemented in Python

pyobsim

A Python module for market simulation

pystrategies

Framework for algorithmic trading strategy development

python-for-marketrisk

Manuel Touyaa's porfotlio of Python projects/assignments for Finance Market Risk.

pythondatasciencehandbook

Python Data Science Handbook: full text in Jupyter Notebooks

pyziabm

Zero Intelligence Agent-Based Model of Modern Limit Order Book

qfrm-bootcamp

qrm

qrm

quantandfinancial

Quantitative & Financial

quantlib

The QuantLib C++ library

reproduce-the-economics-of-bitcoin-price-formation

[WIP] Reproduce the result of Ciaian 2014

review

a bit of code for programming review

riskflow

An xVA quantitative library written in python using tensorflow

riskmanagementbycopula

simple_linear_programming_with_cplex

Simple Linear Programming with CPLEX

smu---copulas-and-contagion

Applied Frechet distribution to model contagion effect.

sorting-algorithms

c++ implementation of insertion sort, quick sort, merge sort, radix sort and shell sort.

ssai2017

Material for SSAI 2017 course on spatstat

stanford-cpp-library

The Stanford C++ libraries, created by Eric Roberts et al.