Beyond Vectors: Augment LLM Capabilities with MongoDB Aggregation Framework and CrewAI
-
Updated
Jun 19, 2024 - Jupyter Notebook
Beyond Vectors: Augment LLM Capabilities with MongoDB Aggregation Framework and CrewAI
Design and manage your own exotic financial derivatives contracts.
A Python package to model financial returns as Levy processes.
Investment strategy on NAFTRAC, which is an ETF (Exchanged Traded Fund), which replicates the index of the Mexican Stock Exchange
Here you will find the metrics that I use in my files.
Valuation of Apple Inc. stock by means of the dividend discount model (DDM) and discounted free cash flow (DCF) valuation methods.
Trading Simulator to backtest RSI strategies, optimize parameters, and predict future stock prices with LSTM
Proposing an optimal equity portfolio that gives the best risk-return tradeoff from allocating between the passive fund and active fund.
Improving the GAN Model into a More Effective WGAN-GP Model
Financial Event Study made easy
Derivative Pricing Models implemented in Python
Financial Data Analysis with FRED API - USA Federal Reserve Economic Data
Quantitative Interview Preparation Guide, updated version here ==>
Implemented stochastic CVaR model for the optimal asset allocation together with the Bootstrapping and the Monte Carlo scenario generation methods.
SYS 4581 Financial Engineering Semester Project
Domain specific language for financial contracts
Small Exercises and Improvements on Xgboost
Financial engineering from a signal processing perspective
Add a description, image, and links to the financial-engineering topic page so that developers can more easily learn about it.
To associate your repository with the financial-engineering topic, visit your repo's landing page and select "manage topics."