Notes for Topics in Mathematics with Applications in Finance (MITOCW)
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Updated
Aug 15, 2022
Notes for Topics in Mathematics with Applications in Finance (MITOCW)
Aplikasi Shiny untuk mensimulasikan permasalahan tentang tabungan.
Predicting the stock price using LSTM model.
Mathematical finance study hall
Lionel Sopgoui Website
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.
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.
Course material for Mathematical and Computational Finance 1
Supplementary code for "Persistence as an optimal hedging strategy"
All code, scripts, and figures for Topological Data Analysis related papers.
Course material for Mathematical and Computational Finance 1
Find arbitrage-free initial price for options in the CRR binomial options pricing model
This project try to bring closer the stochastic calculus and Typescript.
A mathematical model for Fibonacci Retracement and location entry and exit formulation using ML
This repository contains some of the implementations related to my master thesis under supervision of Prof Josef Teichmann at ETH Zurich.
Tools and analytics for smart derivative contracts.
A Program to calculate the price of American put or call option with Least Square Monte Carlo
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