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    6 repositories

    • finmath-lib

      Public
      Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
      Java
      •
      Apache License 2.0
      •173•0•0•0•Updated Jan 18, 2019Jan 18, 2019

    • Development

      Public
      Program Development
      MATLAB
      •1•0•0•0•Updated Jun 3, 2018Jun 3, 2018

    • MRAE

      Public
      Implementing mean-reverting portfolios from (denoising) autoencoders
      Jupyter Notebook
      •
      Other
      •3•0•0•0•Updated Apr 18, 2017Apr 18, 2017

    • Meucci

      Public
      C#
      •2•0•0•0•Updated Nov 8, 2016Nov 8, 2016

    • pyflux

      Public
      Open source time series library for Python
      Python
      •
      BSD 3-Clause "New" or "Revised" License
      •247•0•0•0•Updated Aug 19, 2016Aug 19, 2016

    • creditanalytics

      Public
      Automatically exported from code.google.com/p/creditanalytics
      Java
      •1•0•0•0•Updated Oct 28, 2015Oct 28, 2015
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