A program for financial portfolio management, analysis and optimisation.
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Updated
Nov 4, 2023 - Python
A program for financial portfolio management, analysis and optimisation.
GemPy is an open-source, Python-based 3-D structural geological modeling software, which allows the implicit (i.e. automatic) creation of complex geological models from interface and orientation data. It also offers support for stochastic modeling to address parameter and model uncertainties.
OpenMC Monte Carlo Code
Quantitative Finance tools
UQpy (Uncertainty Quantification with python) is a general purpose Python toolbox for modeling uncertainty in physical and mathematical systems.
Simple python/streamlit web app for European option pricing using Black-Scholes model, Monte Carlo simulation and Binomial model. Spot prices for the underlying are fetched from Yahoo Finance API.
Code for "DeepDRR: A Catalyst for Machine Learning in Fluoroscopy-guided Procedures". https://arxiv.org/abs/1803.08606
Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston
Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics and many other (ex-post) risk/return characteristics both on an individual stock and portfolio-basis, stand-alone and vs. a benchmark of choice (constructed with wxPython)
Gate 10
Pythonic particle-based (super-droplet) warm-rain/aqueous-chemistry cloud microphysics package with box, parcel & 1D/2D prescribed-flow examples in Python, Julia and Matlab
🃏Blackjack Simulator: basic strategy generation, best move analysis, expected value (EV) calculation. With card counting, deviations & multiple rulesets. Multithreaded.
This repository contains the source code for "Stochastic data-driven model predictive control using Gaussian processes" (SDD-GP-MPC).
Native plotting GUI for model design and verification
Generate random alloys and compute various properties
Implementations of Leading Algorithms in Quantitative Finance
The Heterogeneous Radio Mobile Simulator
Meshing library for nuclear workflows
MCP-enabled AI conversation engine with MCTS analysis, FastAPI backend, and async operations for building advanced LLM applications
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