zheqi-fan Goto Github PK
Name: Jeffrey Fan
Type: User
Name: Jeffrey Fan
Type: User
Code for Laplace transform and expected signature of generic stochastic processes
Here you will find materials for the course of Computational Finance
因子回测框架
R package to estimate and forecast the HAR (Heterogeneous Autoregressive) model and its extensions.
Calibration of HJM models with neural networks
Code for "Joint calibration to SPX and VIX options with signature-based models"
Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.
Simulation of Stock Data Using Recurrent GAN
Pricing Asian Options with Correlators
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for computing option price under SV.
Providing financial analysis tools to the Python open-source community.
Quantitative Finance book
The RAnD Method for randomizing of Affine Diffusion processes
Code for "Signature-based models: theory and calibration"
基于Python的开源量化交易平台开发框架
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.