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  • shillml Public

    My machine learning python package

    Python Updated Jul 26, 2024
  • Streamlit app for Kelly portfolios

    Python Updated Jun 3, 2024
  • findistr Public

    distributions commonly used in finance

    R 1 GNU General Public License v3.0 Updated May 15, 2024
  • StockApp Public

    Log optimal stock allocations

    Python 1 1 MIT License Updated May 14, 2024
  • sdepy Public

    Numerical and symbolic SDE solvers

    Python Updated Apr 29, 2024
  • ravapi Public

    R interface to the Alpha Vantage API

    R GNU General Public License v3.0 Updated Mar 19, 2024
  • mbmapp Public

    Python Updated Aug 29, 2023
  • Generate Brownian motion on a manifold.

    Python Updated Aug 27, 2023
  • Python Updated Aug 27, 2023
  • Python wrapper to Alpha Vantage API

    Python 1 Updated Jul 27, 2023
  • Python Updated Jul 12, 2023
  • OdeApp Public

    Linear stability analysis of dynamical systems modeled by ODEs

    Python Updated Apr 14, 2023
  • trader Public

    R wrapper for Alpha Vantage API and various quantitative finance methods/functions/algorithms

    R 1 GNU General Public License v3.0 Updated Dec 17, 2022
  • ManifoldBm Public

    python functions for symbolic manipulation of BMs on manifolds, their simulation and estimations

    Python 2 Updated Dec 13, 2022
  • sportsbets Public

    Model analysis for moneyline games

    R Other Updated Dec 7, 2022
  • Data sets for HW projects in AMAT593

    Updated Oct 31, 2022
  • odes Public

    rk4 solver for ODEs in python

    Python Updated Oct 23, 2022
  • Darboux Transformations of the Super KdV equation

    Updated Oct 18, 2022
  • optport Public

    Portfolio optimization and backtesting in R

    R GNU General Public License v3.0 Updated May 10, 2022
  • R package for simulating, estimating, and modeling with Markov chains

    R Other Updated Apr 17, 2022
  • Log optimal bets

    R GNU General Public License v3.0 Updated Feb 27, 2022
  • pricing Public

    Option pricing for American and European options

    R 1 GNU General Public License v3.0 Updated Jan 8, 2022
  • itolevy Public

    SDE solver in python

    Python Updated Dec 11, 2021
  • telegrapher Public

    Numerical routines for studying the telegrapher PDE and process

    R GNU General Public License v3.0 Updated Oct 17, 2021
  • shill1729 Public

    Config files for my GitHub profile.

    Updated Oct 4, 2021
  • sdes Public

    sde solver

    R Updated Aug 23, 2021
  • pdes Public

    solvers for parabolic PDEs

    R GNU General Public License v3.0 Updated Jul 20, 2021
  • numerics Public

    numerical methods in R and C++

    R Other Updated Apr 11, 2021
  • odeSolveR Public

    numerical solver for first order ODE systems via Euler and RK4 schemes

    R Other Updated Mar 24, 2021
  • nyccars Public

    Scraper and formatter for NYC trip records

    R GNU General Public License v3.0 Updated Dec 14, 2020