Beyond Vectors: Augment LLM Capabilities with MongoDB Aggregation Framework and CrewAI
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Updated
May 15, 2024 - Python
Beyond Vectors: Augment LLM Capabilities with MongoDB Aggregation Framework and CrewAI
Design and manage your own exotic financial derivatives contracts.
A Python package to model financial returns as Levy processes.
Investment strategy on NAFTRAC, which is an ETF (Exchanged Traded Fund), which replicates the index of the Mexican Stock Exchange
Here you will find the metrics that I use in my files.
Proposing an optimal equity portfolio that gives the best risk-return tradeoff from allocating between the passive fund and active fund.
Improving the GAN Model into a More Effective WGAN-GP Model
Financial Event Study made easy
Valuation of Apple Inc. stock by means of the dividend discount model (DDM) and discounted free cash flow (DCF) valuation methods.
Trading Simulator to backtest RSI strategies, optimize parameters, and predict future stock prices with LSTM
Wolfram Data Science Boot Camp
Machine Learning for Asset Managers (Lopez de Prado, 2019)
Deep Reinforcement Learning for Financial Trading
Public Verison for option pricing documentation
Faster optimization for Asian option Deep Hedging
SYS 4581 Financial Engineering Semester Project
Domain specific language for financial contracts
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