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finance

Projects related to financial modeling, primarily in Python


ARIMA: useful for time-series modeling and forecasting

ETS: exponential smoothing

GARCH: used to model volatility

CAPM: asset pricing model

ML basic: basic ML models including linear regression, logistic regression, k-nearest neighbors, gradient boosting

XGBoost: gradient boosting ML model useful for forecasting

options_pricing: Black-Scholes for European-style options, Binomial Tree Model for America-style (early exercise)


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