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ml-coursera-python-assignments

Python assignments for the machine learning class by andrew ng on coursera with complete submission for grading capability and re-written instructions.

neuralsde-marketmodel

Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.

optstoprandnn

code for "Optimal Stopping via Randomized Neural Networks"

paper-replicate-learning-to-simulate-equity-option-markets

Simulation of Stock Data Using Recurrent GAN

papers

My Quant Research Papers (incl. Coding & Excel Examples)

pfhedge

PyTorch-based framework for Deep Hedging

proj_option_pricing_matlab

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

pymathfi

A small collection of math finance experiments in python.

pystochasticvolatility

This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for computing option price under SV.

quantfinance-examples

quantfinancebook

Quantitative Finance book

quantgan

Quant GAN from [Wiese et al., Quant GANs: Deep Generation of Financial Time Series, 2019]

sdev.python

Python repository with various projects in Machine Learning and Finance

sig-wasserstein-gans

smolyak

Efficient implementations of Smolyak's algorithm for function approxmation in Python and Julia.

swapsbook

Low Latency Interest Rate Markets – Theory, Pricing and Practice

temporalcn

Implementation of 2019 Quant GANs: Deep Generation of Financial Time Series paper

tf-quant-finance

High-performance TensorFlow library for quantitative finance.

time-series-prediction

Basic RNN, LSTM, GRU, and Attention for time-series prediction

timegan

Codebase for Time-series Generative Adversarial Networks (TimeGAN) - NeurIPS 2019

volatility_model_calibration_with_nn