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1. variable-annuities-gmxb variable-annuities-gmxb Public

   A unifying framework for pricing variable annuities with guarantees (GMDB / GMAB / GMWB), a neural hedging policy that learns to replicate them across market regimes, and a model-risk instrument th…

   Python

2. vader-sentiment-cpp vader-sentiment-cpp Public

   vader-sentiment-cpp is a C++ port of the Python NLTK Vader Sentiment Analyzer, optimized for speed and efficiency. This implementation offers a streamlined version of the original Python library, r…

   C++ 4

3. yfinance-cpp yfinance-cpp Public

   yfinance-cpp is a C++ implementation of the popular Python library yfinance, designed to provide easy access to historical market data, stock prices, and financial information from Yahoo Finance.

   C++ 13 4

4. lognormal-mixture lognormal-mixture Public

   This project implements the LogNormal-mixture model for option pricing, based on the paper "Lognormal-mixture dynamics and calibration to market volatility smiles" by Damiano Brigo, Fabio Mercurio,…

   Jupyter Notebook 2 3

5. heston-model heston-model Public

   Jupyter Notebook 2

6. probabilistic-seq2seq probabilistic-seq2seq Public

   This repository contains a Seq2Seq (Sequence to Sequence) model designed for probabilistic forecasting.

   Jupyter Notebook 1