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Reference Files

func-opt

Various global and local optimization algorithms, as well as many practical cases. Besides, this repository aslo uses common language and analogy to explain the thinking of various algorithms. —— Still Updating!!

jdmbs

Jdmbs: An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies

latex-template-cn

\LaTeX 中文模版收集。

lihang-code

《统计学习方法》的代码实现

machine-learning-models

Decision Trees, Random Forest, Dynamic Time Warping, Naive Bayes, KNN, Linear Regression, Logistic Regression, Mixture Of Gaussian, Neural Network, PCA, SVD, Gaussian Naive Bayes, Fitting Data to Gaussian, K-Means

mlr

Machine Learning in R

option-pricing-via-levy-models-in-r

using the Inverse-Transform method to speed up options pricing simulations in R

pomp

R package for statistical inference using partially observed Markov processes

proj_option_pricing_matlab

Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader

pumpkin-book

《机器学习》（西瓜书）公式推导解析，在线阅读地址：https://datawhalechina.github.io/pumpkin-book

r-in-finance

This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), and other active portfolio management strategies. The course implements volatility and price forecasting models, asset pricing and factor models, and portfolio optimization. The course applies machine learning techniques, such as backtesting (cross-validation) and parameter regularization (shrinkage).

r-learning-note

R learning basic knowleadge

simulation_levy_processes

wzu-machine-learning-course

温州大学《机器学习》课程资料（代码、课件等）