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Hi, I’m a quantitative researcher who frequently works with both computer science and finance papers. For computer science, we have arXiv as a go-to resource, while in finance, SSRN serves a similar r…
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**Описание**
- Моделирование многомерных процессов стохастической волатильности для портфелей финансовых инструментов
- Фокус на новейших исследованиях по адаптивному обучению, AutoML, стохастическим…
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financepy is a great Python package for quantitative modeling in Finance. Does the bond valuation accept a yield curve (for example, array of discount factors or spot rates by maturity) as input?
T…
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**Is your feature request related to a problem? Please describe.**
Create and backtest quantitative finance strategies using deep learning to optimize investment portfolios.
**Describe the solutio…
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For the actions image in "FinRL for Quantitative Finance: Tutorial for Portfolio Allocation"
How can I get output actions in the link "https://towardsdatascience.com/finrl-for-quantitative-finance-tu…
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# Context
From the microstructure perspective, the operation of an order-driven market is, well, orders. And the arrival of such can be everything but constant in time. Also, there exists an event-cl…
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I will add the quantitative finance code in python.Kindly assign me this issue
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Hi All, I would like to reproduce the results or so similar weights as in the article (https://towardsdatascience.com/finrl-for-quantitative-finance-tutorial-for-portfolio-allocation-9b417660c7cd). Ho…
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I suggest adding topics such as `options`, `stock-options`, `finance`, `quantitative-finance`, `delta-hedging`, `option-pricing`, `hedging` in the About section at https://github.com/Kris-SF/public_pr…
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> - “First, select a pre-print server that aligns with the course of research.”
--> Please give examples of suitable pre-print servers for different linguistic areas. Again, a table would be very hel…