Repositories list

• options-implied-volatility

  Public
  Several methods for option pricing using implied volatility models

  Jupyter Notebook

  •

  GNU General Public License v3.0

  •0•4•0•0•Updated Sep 5, 2024Sep 5, 2024

• path-shadowing-monte-carlo

  Public archive
  Path shadowing Monte Carlo implementation

  financemonte-carlomonte-carlo-simulation+ 1quantitative-finance

  Jupyter Notebook

  •

  GNU General Public License v3.0

  •0•1•41•0•Updated Sep 5, 2024Sep 5, 2024

• gitignore

  Public
  Python package that writes .gitginore files

  gitignoregitgitignore-generator

  Python

  •

  GNU General Public License v3.0

  •0•0•0•0•Updated May 10, 2024May 10, 2024

• xva-monte-carlo-gpu

  Public archive
  XVA Principles, Nested Monte Carlo Strategies, and GPU Optimizations

  simulationgpumonte-carlo+ 2cudaxva

  C++

  •

  GNU General Public License v3.0

  •1•1•0•0•Updated May 5, 2024May 5, 2024

• asset-management

  Public archive
  Asset management projects

  financeoptimizationasset-management

  Jupyter Notebook

  •

  GNU General Public License v3.0

  •0•1•0•0•Updated Mar 23, 2024Mar 23, 2024

• interest-rates-modelling

  Public archive
  Interest rate modelling for LIBOR rates and eurdollar future contract rates

  modellingrates

  Jupyter Notebook

  •

  GNU General Public License v3.0

  •0•0•0•0•Updated Mar 23, 2024Mar 23, 2024

• scattering_spectra

  Public
  Scattering Spectra used for the analysis and generation of time-series

  Jupyter Notebook

  •

  MIT License

  •12•0•0•0•Updated Mar 22, 2024Mar 22, 2024

• .github

  Public
  0•0•0•0•Updated Mar 15, 2024Mar 15, 2024

• shadowing

  Public
  Implements Path Shadowing Monte-Carlo (PS-MC).

  Jupyter Notebook

  •22•0•0•0•Updated Feb 27, 2024Feb 27, 2024

• TradingToolkit

  Public
  Jupyter Notebook

  •

  GNU General Public License v3.0

  •0•0•0•0•Updated Feb 10, 2024Feb 10, 2024

• intraday-volatility-estimation-from-high-frequency-data

  Public archive
  Financial Econometrics project

  Jupyter Notebook

  •

  GNU General Public License v3.0

  •4•9•0•0•Updated Jan 17, 2024Jan 17, 2024

• weather-modelisation

  Public archive
  Machine learning project that aims to model weather conditions in several Franch cities

  weathermachine-learning

  Jupyter Notebook

  •

  GNU General Public License v3.0

  •0•0•0•0•Updated Jan 7, 2024Jan 7, 2024

• class-files-generator

  Public archive
  CLI that generates C++ class files

  filesoopclasses

  C++

  •

  GNU Affero General Public License v3.0

  •0•0•0•0•Updated Dec 27, 2023Dec 27, 2023

• brownian-motion-generator

  Public
  Generates Brownian motion paths using CUDA

  Cuda

  •

  GNU General Public License v3.0

  •0•1•0•0•Updated Dec 6, 2023Dec 6, 2023

• heart-attack-risk-models

  Public archive
  A notebook with several models, trained on the following dataset.

  machine-learningstatistics

  Jupyter Notebook

  •0•0•0•0•Updated Dec 4, 2023Dec 4, 2023