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arch

ARCH models in Python

deephedging

Implementation of the vanilla Deep Hedging engine

fashion-mnist

A MNIST-like fashion product database. Benchmark :point_down:

financial-derivative-analysis-and-simulation

Pricing and Analysis of Financial Derivative by Credit Suisse using Monte Carlo, Heston Model, CIR model, estimating greeks such as delta, gamma etc, Local volatility model incorporated with variance reduction

hestonexotics

Tool for pricing exotic options in the Heston model

introtodeeplearning

Lab Materials for MIT 6.S191: Introduction to Deep Learning

lightgbm

A fast, distributed, high performance gradient boosting (GBT, GBDT, GBRT, GBM or MART) framework based on decision tree algorithms, used for ranking, classification and many other machine learning tasks.

linearmodels

Additional linear models including instrumental variable and panel data models that are missing from statsmodels.

market_making

Algorithms for market making for the financial markets

matplotlib

matplotlib: plotting with Python

ml-course-hse

Машинное обучение на ФКН ВШЭ

ml-course-msu

Lecture notes and code for Machine Learning practical course on CMC MSU

ml-minor-hse

mlcourse.ai

Open Machine Learning course mlcourse.ai, both in English and Russian. Fork for on-site version: AI Community Innopolis, Fall 2018.

mplfinance

Financial Markets Data Visualization using Matplotlib

neural-network-from-scratch

A Neural Network implemented from scratch (using only numpy) in Python.

numpy

The fundamental package for scientific computing with Python.

numpy-financial

Standalone package of the NumPy financial functions

numpy-tutorials

NumPy tutorials & educational content in notebook format

otus-public

Открытые материалы моего курса по машинному обучению (https://otus.ru/lessons/machinelearning)

pandas

Flexible and powerful data analysis / manipulation library for Python, providing labeled data structures similar to R data.frame objects, statistical functions, and much more

pandas-datareader

Extract data from a wide range of Internet sources into a pandas DataFrame.

pricing-models

Implementation of option pricing models using Numba that performs better. This entire project has utilized as little libraries as possible, even though certain models have their own Machine Learning Model with assessment and performance.

prophet

Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.

python-for-econometrics-statistics-data-analysis

Code from "Introduction to Python for Econometrics, Statistics and Data Analysis" by Kevin Sheppard

quantresearch

Quantitative analysis, strategies and backtests

scikit-learn

scikit-learn: machine learning in Python

scipy

SciPy library main repository

seaborn

Statistical data visualization in Python

statsmodels

Statsmodels: statistical modeling and econometrics in Python