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qishi_algo

rbfneuralnetwork

RBF(Radial Basis Function) Neural Network Implementation in Python

sabrmc

Unbiased SABR model simulation in the manner of Bin Chen, Cornelis W. Oosterlee and Hans van der Weide

sabrmodel_base

Base repository for the homework on SABR model option pricing with Monte-Carlo method and Kennedy method

sigmanewsproject

stock Market Predicted for Kaggle-Sigma

stock-prediction-models

Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations

term-structure-lattice-models

Binomial lattice models of the short-rate; pricing fixed income derivative securities including zero-coupon bonds, options on bonds, bond forwards, bond futures, swaps and swaptions; pricing some derivative via elementary prices by using the forward equation.

time-series-classification-and-clustering-with-reservoir-computing

Library for implementing reservoir computing models (echo state networks) for multivariate time series classification and clustering.

valuation-callables-hullwhite

Valuation of Callable Bonds with short rate Hull-White model using: binomial trees, PDE with Green functions etc.

volatility-smile

yield_curve_dynamics

A cursory look at the dynamics of zero coupon bond yield curves.