Popular repositories

1. High-Frequency-Data---Limit-Order-Books High-Frequency-Data---Limit-Order-Books Public

   Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.

   Jupyter Notebook 40 14

2. Numerical-Methode-for-Finance Numerical-Methode-for-Finance Public

   This project consists in the implementation of a Neural Network using TensorFlow in order to calibrate the SABR model. The final goal consists in predicting a volatility surface, as described in "D…

   Jupyter Notebook 5 2

3. Pricing-European-Digital-Options-with-Monte-Carlo. Pricing-European-Digital-Options-with-Monte-Carlo. Public

   Options pricers.

   Python 2

4. Pricing-Asian-Options. Pricing-Asian-Options. Public

   A R code for pricing Asian Options using different Monte Carlo Methods. With Aymeric F. and Margot E.

   R

5. Time-Series Time-Series Public

   A Time Series project realized in R.

   R

6. Natural-Language-Processing. Natural-Language-Processing. Public

   A study of the New York Times comments and articles databases. Machine/Deep Learning algorithms and Sentiment Analysis. With Inès D.

   Jupyter Notebook