Course material for Mathematical and Computational Finance 1
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Updated
Jan 2, 2018 - TeX
Course material for Mathematical and Computational Finance 1
This project try to bring closer the stochastic calculus and Typescript.
Notes for Topics in Mathematics with Applications in Finance (MITOCW)
All code, scripts, and figures for Topological Data Analysis related papers.
Aplikasi Shiny untuk mensimulasikan permasalahan tentang tabungan.
Mathematical finance study hall
The repository aims to provide useful resources for financial practitioners, data scientists, and software developers interested in combining mathematics and information technology to analyze and optimize financial decisions.
Supplementary code for "Persistence as an optimal hedging strategy"
Lionel Sopgoui Website
Find arbitrage-free initial price for options in the CRR binomial options pricing model
Portfolio Optimization is an important part of investment no matter what you are investing. It is a feature that many trading apps and platform offer, but at what cost. This is a program that takes two sets of indices and calculates optimum portfolio for either maximizing return or minimizing risk.
Code for article "Signature Methods in Stochastic Portfolio Theory"
A currently in development Python module made for algorithmic trading and sits at heart of Lycon.io and powers the platform.
Predicting the stock price using LSTM model.
This repository contains some of the implementations related to my master thesis under supervision of Prof Josef Teichmann at ETH Zurich.
Course material for Mathematical and Computational Finance 1
A mathematical model for Fibonacci Retracement and location entry and exit formulation using ML
A Program to calculate the price of American put or call option with Least Square Monte Carlo
Entropy Pooling in Python with a BSD 3-Clause license.
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