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riskPremium Public
Risk Premia Estimation (FamaMacbeth and Three-pass)
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goalProb Public
Goal Achieving Probabilities of Portfolios
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simple WOA (Whale Optimization Algorithm) implementation
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simple implementation of Expected Gradients and Integrated Gradients by pytorch
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Mean-Variance Optimization using DL (pytorch)
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Interpretation of Black-Box Model with Counterfactual with Whale optimization and Genetic Algorithm
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simple implementation of portfolio optimization using WOA
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Volatility-Spillover Public
computes Volatility Spillover between Cryptocurrency (BTC/USD) and S&P 500 index
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Stock2Vec-Inverse-Volatility Public
Asset Allocation Strategy using Stock2Vec Clustering
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DialogFlow-Bulk-Upload Public
Now you can upload intents from a CSV format in DialogFlow
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Prediction of Portfolio Volatility with ML
Jupyter Notebook UpdatedFeb 7, 2022 -
Simple implementation of Monte-Carlo Simulation of Stock Prices
Jupyter Notebook UpdatedFeb 7, 2022 -
comparison-of-PSO-and-GA Public
Particle Swarm Optimization vs. Genetic Algorithm Test
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This repo is for financial big data competition
Python MIT License UpdatedFeb 7, 2022 -
blacklitterman Public
Black-Litterman with MVO program for asset allocation (ETF)
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quantlib_practice Public
QuantLib codes for practice (BasicClass, BondPricing, FX Forward, IRS, etc. with QuantLib-Extension)
Jupyter Notebook UpdatedAug 16, 2021 -
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Machine-Learning-Study Public
Python practice for Supervised & Unsupervised Learning Algorithms
Jupyter Notebook UpdatedAug 12, 2021 -
Web_Scraping_practice Public
request, beautifulsoup, selenium, scrapy, slack... (ing)
Jupyter Notebook UpdatedAug 12, 2021 -
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TextSummarization Public
NLP projects using Encoder-Decoder model in Korea Univ (21-1)
Jupyter Notebook UpdatedAug 11, 2021 -
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HackerRank_pracitce Public
python codes for HackerRank Problem Solving
Jupyter Notebook UpdatedAug 11, 2021 -
TimeSeriesAnalysis_practice Public
python codes for Time Series Analysis (for study)
Jupyter Notebook UpdatedAug 11, 2021