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Portfolio-optimization
Portfolio-optimization PublicA Python class for portfolio construction, risk-aware optimization and rolling backtests. Supports empirical mean shrinkage, Ledoit–Wolf covariance, EWMA, CVaR, risk-parity, turnover-aware Sharpe o…
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energy-options-mc-pricing
energy-options-mc-pricing PublicPricing energy options (focus on German power) with MC and jump-diffusion mean-reversion model, including stochastic volatility, seasonality and regime filtering. Model parameters are calibrated on…
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fixed-income
fixed-income PublicA toolkit-class for fixed income basics, like Nelson-Siegel and Svensson, incl. dynamic with Extended Kalman Filter, VAR forecasting of YC, scenario generation, CVaR optimizer, bond pricing and more
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garch-filtered-volatility-forecasting-ml
garch-filtered-volatility-forecasting-ml PublicGARCH-filtered volatility forecasting framework using XGBoost on residuals, implemented for coupled DE-FR electricity market. Metric: mostly Spearman ranking. Model validation and market-neutral st…
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