Nicola Cantarutti
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Nicola Cantarutti
Financial-Models-Numerical-Methods
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Collection of notebooks about quantitative finance, with interactive python code.
Kalman-and-Bayesian-Filters-in-Python
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Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters...