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University of Oxford
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pykelihood
pykelihood PublicForked from OpheliaMiralles/pykelihood
package useful for likelihood-based inference
Python
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OOTM-Option-Pricing-with-Power-Laws-and-News
OOTM-Option-Pricing-with-Power-Laws-and-News PublicForked from webclinic017/OOTM-Option-Pricing-with-Power-Laws-and-News
Uses math heuristics and formulas published in Nassim Taleb's Statistical Consequences of Fat Tails book to price OOTM options. Tries to predict whether options will be valuable based on sentiment …
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RHawkes
RHawkes PublicForked from cran/RHawkes
❗ This is a read-only mirror of the CRAN R package repository. RHawkes — Renewal Hawkes Process
R
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