Everything-Financial-Engineering
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Everything Financial Engineering
Finance and Economics
Investor
Investment
Market
Returns models
Statistics and Econometrics
Estimators
Regression
- Ordinary Least Squares
- Gauss Markov
- Simple and Multiple Regression
- Multivariate Linear Regression
- Transform both sides
- Box Cox Transformation
- Robust Regression
- Least Trimmed Squares
- Local Regression (LOESS)
- Non Parametric Regression
Regression Diagnostics
Statistical Tests
Model Selection
Time Series Analysis
Misc
Pricing
Portfolios
Securities
Stochastic Calculus
Models
Trading
Market
Stochastic Optimal Control
Strategies
- Constant Mix
- Buy and Hold
- Merton's portfolio problem
- Black Litterman
- Return Based Style Analysis
- Risk Parity
- Momentum Investing
- Mean Reversion
- Sell in May
- Pairs Trading
Testing Strategies
Execution
Monte Carlo simulation
- Law of Large Numbers
- Inverse Transform Sampling
- Rejection Sampling
- Importance Sampling
- Markov Chain Monte Carlo
- Option Pricing using Monte Carlo
- Rao-Blackwell
Optimization
Programming
Heuristic Based
Game Theory
- Simultaneous Games
- Sequential Games
- Strategies
- Nash Equilibria
- Complete Information
- Perfect Information
- Lemke Howson Algorithm
- Minimax Algorithm
- Evolutionary Game Theory
- Replicator Equation
Games
Machine Learning
Supervised Learning
- K-Nearest Neighbors
- Naive Bayes
- Random Forest
- Support Vector Machine
- Logistic Regression
- Artificial Neural Network
- Deep Learning
Unsupervised Learning
Regression
Reinforcement Learning
- Markov Decision Process
- Apprenticeship Learning