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  1. Kalman-Heston-Filter Kalman-Heston-Filter Public

    Approximate the Heston Model via Kalman-type filtering, assuming linear and Gaussian noise

    Jupyter Notebook 1

  2. Financial-Models-Numerical-Methods Financial-Models-Numerical-Methods Public

    Forked from cantaro86/Financial-Models-Numerical-Methods

    Collection of notebooks about quantitative finance, with interactive python code.

    Jupyter Notebook

  3. RealizedVolPrediction RealizedVolPrediction Public

    Forked from andymogul/SpilloverVolPrediction

  4. EMC EMC Public

    Forked from yenchic/EMC

    R

  5. TdaToolbox TdaToolbox Public

    Forked from merylldindin/topologyx

    Personal work on Topological Data Analysis, and some use-cases with machine-learning and deep-learning.

    Jupyter Notebook

  6. ToMATo-EMC ToMATo-EMC Public

    R