Ecosyste.ms: Repos
An open API service providing repository metadata for many open source software ecosystems.
GitHub topics: geometric-brownian-motion
Jackson-Wozniak/Stock-Market-Simulation
A REST API containing a fully simulated stock market environment, with the ability to trade stocks using paper money
Language: Java - Size: 1.02 MB - Last synced: 6 days ago - Pushed: 6 days ago - Stars: 9 - Forks: 5
junyoung-sim/portfolio
Simulated Portfolio Optimization (GBM & DDPG)
Language: C++ - Size: 7.5 MB - Last synced: 19 days ago - Pushed: 19 days ago - Stars: 1 - Forks: 0
caramel2001/Financial-Derivative-Analysis-and-Simulation
Pricing and Analysis of Financial Derivative by Credit Suisse using Monte Carlo, Heston Model, CIR model, estimating greeks such as delta, gamma etc, Local volatility model incorporated with variance reduction.(For MH4518 Project)
Language: Jupyter Notebook - Size: 18.3 MB - Last synced: 4 months ago - Pushed: 9 months ago - Stars: 17 - Forks: 3
Mephistopheles-0/GBM
Generating a stock's geometric Brownian motion using C# and plot the result.
Language: C# - Size: 0 Bytes - Last synced: 6 months ago - Pushed: 6 months ago - Stars: 0 - Forks: 0
rsadykhov/stochastic-models
Python code of commonly used stochastic models for Monte-Carlo simulations
Language: Python - Size: 16.6 KB - Last synced: 5 months ago - Pushed: almost 2 years ago - Stars: 19 - Forks: 9
MBKraus/Python_Portfolio__VaR_Tool
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)
Language: Python - Size: 1.27 MB - Last synced: 7 months ago - Pushed: over 3 years ago - Stars: 104 - Forks: 35
raja-grewal/rlmd
PROJECT MIGRATED TO CODEBERG - Reinforcement Learning in Multiplicative Domains
Size: 1000 Bytes - Last synced: 4 months ago - Pushed: 8 months ago - Stars: 0 - Forks: 0
junyoung-sim/gbm
Estimating short-term valuation cycles by simulating stock prices using Geometric Brownian Motion
Language: Jupyter Notebook - Size: 2.79 MB - Last synced: 12 months ago - Pushed: 12 months ago - Stars: 0 - Forks: 0
ananya173147/Stock-Recommendation-Dashboard
A dashboard for helping beginners identify trading opportunities through technical analysis, fundamental analysis, and possible future projections.
Size: 265 KB - Last synced: 11 months ago - Pushed: over 2 years ago - Stars: 4 - Forks: 1
EricJXShi/Black-Scholes-FEM
Using Finite Element and Finite Difference Methods to Price European Options
Language: MATLAB - Size: 8.17 MB - Last synced: about 1 year ago - Pushed: almost 2 years ago - Stars: 2 - Forks: 0
bottama/stochastic-asset-pricing-in-continuous-time
Predicting stock prices using Geometric Brownian Motion and the Monte Carlo method
Language: Python - Size: 2.38 MB - Last synced: over 1 year ago - Pushed: about 3 years ago - Stars: 11 - Forks: 1
Pranavd0828/GeometricBrownianMotion
Applying Geometric Brownian Motion (GBM) - Financial Modeling
Language: Jupyter Notebook - Size: 1000 Bytes - Last synced: about 1 year ago - Pushed: almost 4 years ago - Stars: 2 - Forks: 0
DavidCico/Study-of-a-buy-and-hold-investment
In this repository, a buy-and-hold investment is studied using Python and a Monte Carlo approach.
Language: Python - Size: 4.88 MB - Last synced: about 1 year ago - Pushed: about 5 years ago - Stars: 2 - Forks: 2
hjstobart/matlab-stochastic-processes
A collection of numerical implementations for the simulation of well-known stochastic processes on MATLAB.
Language: MATLAB - Size: 38.1 KB - Last synced: about 1 year ago - Pushed: about 2 years ago - Stars: 0 - Forks: 0
briancsavage-shift/Option-Pricing-Model
Option Price Forecaster
Language: C - Size: 32.2 KB - Last synced: about 1 year ago - Pushed: over 2 years ago - Stars: 0 - Forks: 0
crodriguezvega/geometric-brownian-motion
Monte Carlo generator of geometric brownian motion sample paths for .Net.
Language: C# - Size: 1.53 MB - Last synced: 9 months ago - Pushed: over 5 years ago - Stars: 4 - Forks: 1
ishengy/gbm_price_forecasting
Determining performance of forecasting financial asset prices with geometric brownian motion
Language: Python - Size: 7.17 MB - Last synced: 12 months ago - Pushed: almost 3 years ago - Stars: 0 - Forks: 1
MuonRay/CERN-ROOT-Financial-Mechanics-and-Market-Analysis-Codes
CERN ROOT codes used to develop the images and graphs in the article on my blog: http://muonray.blogspot.com/2014/09/particle-physics-software-and-financial.html
Language: C - Size: 80.1 KB - Last synced: about 1 year ago - Pushed: about 4 years ago - Stars: 1 - Forks: 0
vpozdnyakov/gen_models_in_trading
Generative Models in Commodity Trading
Language: Jupyter Notebook - Size: 48.5 MB - Last synced: about 1 year ago - Pushed: almost 4 years ago - Stars: 1 - Forks: 1
