financial-engineering topic
time-series-machine-learning
Machine learning models for time series analysis
PyFENG
Python Financial ENGineering (PyFENG package in PyPI.org)
DGFraud-TF2
A Deep Graph-based Toolbox for Fraud Detection in TensorFlow 2.X
markowitz-portfolio-optimization
Markowitz portfolio optimization on synthetic and real stocks
willowtree
Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.
Tiger
C++ Matrix -- High performance and accurate (e.g. edge cases) matrix math library with expression template arithmetic operators
Jdmbs
An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies
Option-Pricing-via-Levy-Models-in-R
using the Inverse-Transform method to speed up options pricing simulations in R
Finance-and-Risk-Management-Algorithms
applications for risk management through computational portfolio construction methods
financial-forecasting-challenge-gresearch
My approaches to Financial Forecasting Challenge by G-Research