Probabilistic Machine Learning for Finance and Investing: A Primer to Generative AI with Python

Data-driven risk-conscious thermoelectric materials discovery

Package to calculate the RIE estimator of a correlation matrix

Simple Modern Portfolio Theory in Python

This module contains quantitative portfolio analysis equations, portfolio back-testing, and asset data organization/cleaning data structures.

A mathematical approach to portfolio allocations. Based on the proposal by Fisher Black and Robert Litterman

Analysing monte-carlo portfolios with modern portfolio theory

Remake repo sebelumnya, yang ini semoga di acc sebagai skripsi UBHARA

My working through of The Missing Billionaires, by Haghani & White

Markowitz mean-variance criterion in R

A command line tool to display efficient frontier of a portfolio of selected stocks

This action runs back tests and generates `returns.csv` and `backtest_results.json` files.

A set of Portfolio Specifications for Factors

Slides for my talk at the Data Science Festival 2017

Este repositorio reúne dos proyectos académicos de Matemáticas Financieras II (CO5516), centrados en la teoría moderna de portafolios y la optimización financiera con datos reales del S&P 500.

Theoretical foundation of derivative pricing, covering financial markets, bonds, options and models like Black-Scholes.

Códigos asociados a la Teoría Estocástica de Portafolios

Finance Notes by Ryan Reece