garch-model topic
ANN-Option-Pricing-
Option pricing and Delta hedging performance comparison between Black and Scholes vs Artificial Neural Network
tesla-stock-prediction
Explore TESLA stock price (time-series) using ARIMA & GARCH model.
Time-series-analysis-in-Python
I perform time series analysis of data from scratch. I also implement The Autoregressive (AR) Model, The Moving Average (MA) Model, The Autoregressive Moving Average (ARMA) Model, The Autoregressive I...
volatility-modeling-python-datasci
Undergraduate thesis, Seoul National University Dept. of Economics — "Modeling Volatility and Risk Spillover Between the Financial Markets of US and China Using GARCH Value-at-Risk Forecasting and Gra...
options-pricing
Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Euro. Jupyter notebooks for pricing options using free publicly a...
cqf
Custom Neuron Decision-Making and Visual Workflow Orchestration Quantitative