financial-engineering topic

List financial-engineering repositories

time-series-machine-learning

365
Stars
101
Forks
Watchers

Machine learning models for time series analysis

PyFENG

130
Stars
68
Forks
Watchers

Python Financial ENGineering (PyFENG package in PyPI.org)

DGFraud-TF2

121
Stars
30
Forks
Watchers

A Deep Graph-based Toolbox for Fraud Detection in TensorFlow 2.X

markowitz-portfolio-optimization

72
Stars
24
Forks
Watchers

Markowitz portfolio optimization on synthetic and real stocks

willowtree

221
Stars
25
Forks
Watchers

Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.

Tiger

110
Stars
26
Forks
Watchers

C++ Matrix -- High performance and accurate (e.g. edge cases) matrix math library with expression template arithmetic operators

Jdmbs

26
Stars
6
Forks
Watchers

An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies

Option-Pricing-via-Levy-Models-in-R

27
Stars
11
Forks
Watchers

using the Inverse-Transform method to speed up options pricing simulations in R

Finance-and-Risk-Management-Algorithms

32
Stars
10
Forks
Watchers

applications for risk management through computational portfolio construction methods