samaypanwar Goto Github PK

adv-econs-project

ADV ECONS PROJECT

advance-econometrics

ADVANCE ECONOMETRICS

adventofcode

My collection of Advent of Code solutions in a slightly overkill project setup 🙃👻

algorithms

I try to code simple implementations of some of the basic algorithms

arima-garch

In this repository, I try to predict the USD/JPY exchange rate using an ARIMA model as well as an ARIMA-GARCH model.

binomial-tree-option-pricing

Deriving the fair value of an option using the Binomial Tree Option Pricing Model

citadel-summer-datathon-2021

copulapairtrading

CopulaPairTrading

fyp-code

genetic-algorithms

A simple genetic algorithm that finds the maxima or minima of a 3 dimensional function

genetic-portfolio-optimisation

Optimising portfolio based on a Genetic Algorithm

he3023-project

health-economics

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health-econs

HEALTH ECONS

hjm_calibration_with_nn

Calibration of HJM models with neural networks

itos-lemma

Coding geometric Brownian motion and ito process followed by the derivative of the asset

js-etc-2021

jas kim and I gonna win some

marketmakinggame

Game to Create Market intervals on fermi questions

meanvarianceoptimisation

meanVarianceOptimisation

mh3511-dataanalysis

Hi guys, all the files you'll need are here. This is a link to get started on github: https://medium.com/anne-kerrs-blog/using-git-and-github-for-team-collaboration-e761e7c00281

mh4514-hedging-self-financing-portfolio

mh4702-queueingsystem

Group Project

portfolio-management-challenge

portfolio-optimisation-meanvariance-demo

workshop for portfolio optimisation

portfoliooptimisation

In this project, we assign weights to different tickers using the normalized largest set of eigenvalues from the covariance matrix of the log returns of the stocks

rlm-lstm

URECA

semanticsimilarity

This project uses both an ANN index as well as Cosine Similarity to find the nearest neighbours of a given company.

sharing

files to share

simulated-annealing

Implementation of SSA and SCSA

twitter_sentiment_analysis