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Pavel Paramonov's Projects

strategems.jl icon strategems.jl

Quantitative systematic trading strategy development and backtesting in Julia

tensorflow-tutorial icon tensorflow-tutorial

Practical tutorials and labs for TensorFlow used by Nvidia, FFN, CNN, RNN, Kaggle, AE

tikz icon tikz

Galley of Tikz drawings.

time-series-model-for-forecasting icon time-series-model-for-forecasting

A time series model that does future price prediction for real estate investment company. Forecasting with ARIMA Modeling and Facebook Prophet Modeling

tstables icon tstables

A Python package to store time series data in HDF5 files using PyTables

ttr icon ttr

python version of Joshua Ulrich's TTR, work in progress

umc_auction icon umc_auction

A simple app to keep track of bidders, items, and purchases for a school charity auction

vol-surface-parametrisation icon vol-surface-parametrisation

Parametrisation of vol surface using Gatheral's SVI methodology and valuation of American options using Kim integral equations

wlsice icon wlsice

Weighted Least Squares, Including Correlation in Error

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