+
Skip to content
#

computational-finance

Here are 70 public repositories matching this topic...

QuantHedge-MM implements advanced computational methods for pricing and hedging options in markets with stochastic regime shifts. Built for quants and researchers, it extends Black-Scholes to Markov-modulated models.

  • Updated May 29, 2025
  • Jupyter Notebook

Monte Carlo simulation toolkit for equity trading, utilizing GBM and Pareto distributions to model price movements and trading volumes

  • Updated Oct 7, 2025
  • Jupyter Notebook

End-to-End Python implementation of Wu et al.'s (2025) ICAIF'25 paper. It translates unstructured earnings press releases into quantifiable market signals. Implements oLDA topic modeling, Transformer embeddings (BERT/FinBERT/MPNET), GPT-4o interpretability, and rigorous econometric analysis.

  • Updated Oct 12, 2025
  • Jupyter Notebook

Improve this page

Add a description, image, and links to the computational-finance topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the computational-finance topic, visit your repo's landing page and select "manage topics."

Learn more

点击 这是indexloc提供的php浏览器服务,不要输入任何密码和下载