Amit Kumar Jha (@AIM-IT4)

Top repositories

1

QuantitativeDerivativeModels

Jupyter Notebook
44
star
2

InterestRateModelsCpp

C++
22
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3

MonteCarlo-MeanReversionTrading

Python
18
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4

StochasticModelsAssetPricing

Python
17
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5

Python-For-Quants

Python
16
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6

MultiLangMonteCarloSim

Rust
11
star
7

Topological-Risk-Measure-for-Equities

Python
9
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8

Financial-Statement-Analysis-using-Python

Jupyter Notebook
9
star
9

FXQuantPricing-Cpp

C++
8
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10

Intrinsic-Value-of-stocks

Config files for my GitHub profile.
Jupyter Notebook
8
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11

Portfolio-Management-Analysis-and-Optimization-using-Python

Jupyter Notebook
7
star
12

Nth-to-Deafult-CDO-Pricing-using-MC-with-Gaussian-Capula-Model

Python
7
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13

Investment-Portfolio-Optimisation

Hi, Do you have some savings and you wants to invest in shares but do not have any idea of how much shares to buy of which company with the minimal risk and highest return. Here you can calculate your discrete allocation of portfolio means your investment
Jupyter Notebook
7
star
14

Short-Interest-Rate-Model-Calibration

Jupyter Notebook
6
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15

R-for-Quants

R
6
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16

Risk-Management-Analysis-using-python-VaR-

Calculating future value at risk for Tesla stocks using historical bootstrp method.
Jupyter Notebook
6
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17

Time-difference-between-Julia-and-Python-for-option-price-valuation-

Python
5
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18

Counterparty-Credit-Risk-Model-Validation

Jupyter Notebook
5
star
19

Interest-rate-stochastic-models-prediction-

Python
5
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20

-Yield-Curve-Construction-and-IR-Analysis

Python
5
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21

Financial-Engineering-Codes

Jupyter Notebook
4
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22

QuantConnect-Trading

Python
4
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23

Stochastic_Calculus_For_Quants

4
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24

Interactions-among-default-risk-output-and-an-equilibrium-interest-rate

The model describes interactions among default risk, output, and an equilibrium interest rate that includes a premium for endogenous default risk. The decision maker is a government of a small open economy that borrows from risk-neutral foreign creditors. The foreign lenders must be compensated for default risk. The government borrows and lends abroad in order to smooth the consumption of its citizens. The government repays its debt only if it wants to, but declining to pay has adverse consequences. The interest rate on government debt adjusts in response to the state-dependent default probability chosen by government. The model yields outcomes that help interpret sovereign default experiences, including countercyclical interest rates on sovereign debt countercyclical trade balances high volatility of consumption relative to output Notably, long recessions caused by bad draws in the income process increase the governmentโ€™s incentive to default. This can lead to spikes in interest rates temporary losses of access to international credit markets large drops in output, consumption, and welfare large capital outflows during recessions Such dynamics are consistent with experiences of many countries.
Jupyter Notebook
4
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25

Forex-Stochastic-Model

Python
3
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26

Bond-Analytics-Wrapper

C++
3
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27

Statistics-For-Quants

3
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28

Scenario-and-Stress-Testing-Analysis-

R
3
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29

Markov_Quant_Trading

3
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30

Quantitative-Backtest

Python
3
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31

AIM-IT4

3
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32

PPNR-Model-development-and-prediction-using-LSTM-

Jupyter Notebook
3
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33

Exploratory-Data-Analysis

Jupyter Notebook
3
star
34

EconTracker

Python
3
star
35

Yield-Curve-Construction-Using-Nelson-Siegel-Model

R
3
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36

Bullet-Ladder-strategy-for-a-bond-portfolio

Python
3
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37

Stochastic-Volatility-and-RSI-Based-Trading-Strategy-

Python
2
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38

learning

Jupyter Notebook
2
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39

Econometrics-in-R

Jupyter Notebook
2
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40

Financial-Analytics-Assignment-1-AR-1-Model-

Jupyter Notebook
2
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41

Financial-Econometrics-Resources

2
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42

Libor-Market-Model-in-R

R
2
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43

Hedging-with-the-Black-Scholes-model

Python
2
star
44

FX-Swap-Credit-Exposure-Simulation

Python
2
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45

Semi-Markov-Regime-Switching-Model

Python
2
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46

Simple-RSI-strategy-on-TESLA-

Python
2
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47

YouTubeGPT

Python
2
star
48

Interest-Rate-Caps-and-Floors-Valuations

Python
2
star
49

Calculating-CVA-Using-Merton-and-Credit-Model

Python
2
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50

LegalAI

Python
2
star
51

Ph.D-Job-Interview-Resourses

Jupyter Notebook
2
star
52

Geometric-Brownian-Paths-and-Corresponding-Greeks

Python
2
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53

Option-pricing-using-Monte-Carlo-Simulation

Python
2
star
54

AnimalAI-App

Python
2
star
55

Prediction-of-iris-data-sets-using-decision-tree-ML-model

Jupyter Notebook
2
star
56

IIM-Data-Science-Notebooks

Here you can see the codes executed by me during my summer internship in IIM Shillong
Jupyter Notebook
2
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57

Optimum-number-of-clusters-using-python

Jupyter Notebook
2
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58

GATE-Economics-Resources

2
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59

DSA-Codes

Here you can find codes of all data structures and algorithm using C++
2
star
60

Explaining_DSGE_Model_with_Python_Implementation

Jupyter Notebook
2
star
61

CustomDerivative

R
2
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62

Mathematical-Finance-Cheat-sheet

2
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63

ConvertibleBondMonteCarloSim

Python
2
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64

Heart-Attack-Prediction-Using-ML

Deployed All Ml algorithms to predict whether patient will have heart disease or not.The best model is logistic regression with approximately 85% accuracy
Jupyter Notebook
2
star
65

PySpark-Airport-Data-Analysis

Running some Spark SQL queries to answers some of the important use cases of this dataset
Python
2
star
66

Forecasting-Inflation-using-VAR-Model

Jupyter Notebook
2
star
67

Quantitative-Finance---Technical-Analysis-to-VaR-uisng-Indian-Stocks

Quantitative Finance - Technical Analysis to VaR uisng Indian Stocks
Jupyter Notebook
2
star
68

CoVIDRBI

Python
2
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69

Portfolio-simulation-efficient-frontier-MPT-using-Python

Tha user has to specify: the list of symbols of stocks or the ETFs of interestย  Recommended max number of entries: 10 a short description of each stocks or ETFs (in the same order as above) the number of portolios she/he wants to simulate. Recommended number of portfolios to simulate > 5000
Jupyter Notebook
2
star
70

Marks-Prediction-based-on-study-hours-using-machine-learning.

Jupyter Notebook
2
star
71

MyResume

Resume
1
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72

My-First-Android-App

1
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73

Pandas-Introduction

here you can find notes of data analysis using pandas
1
star
74

GUI-Calculator-App

I created an App which is GUI based calculator using tkinter in python
1
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75

hull_white_swap_project

Julia
1
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76

IRSim

Python
1
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77

Finalytics-App

Financial App analysis on the go
Kotlin
1
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78

Nashpy-deomnstration

1
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79

Myntra-reviews-analysis-using-LDA-topic-modelling-in-machine-learning

1
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80

Financial-Analytics-Assignment-2-Prophet-Model

Jupyter Notebook
1
star
81

Web-App-using-Dash

This is my first web app created using Dash package in python
Jupyter Notebook
1
star
82

Check-file-similarity-using-this-code-

Hi, Sometimes we have a number of programming files(letโ€™s say 20) in which some lines of codes are common. So we need to check how much percentage of similarity index between different combinations. Today I am going to give you a simple way to check the similarity percentage between python files or any files in general.Always be sure , your files should in a folder and folder should be in correct directory. Just run the above shared code and see the magic you will get csv file containing similarity value between the files.
Python
1
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83

PyBlackScholes

Python
1
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84

BermudaOptionPricer

C++
1
star
85

simple-chatbot-using-python-NLP

Jupyter Notebook
1
star
86

timeseries_mc

Python
1
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87

Elevated-default-risk-across-bond-markets-changes-in-interest-rates

Jupyter Notebook
1
star
88

Discretization-Methods-for-Geometric-Brownian-Motion

Python
1
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89

PyFinance

Python
1
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90

Data-Science-Projects

Jupyter Notebook
1
star
91

Handwriting-Digits-Recognizer

I got 99.6% accuracy and i used random forest model. Machine is now able to predict the digits
Jupyter Notebook
1
star
92

Historical-analysis-of-the-Forex-market-USD-INR-using-Python

The foreign exchange market has seen significant movement in recent years. The dollar has appreciated in value relative to other currencies, especially compared to the yen. In this article we will use historical data to analyze how the dollar has changed and whether there is a relationship between the dollar and INR and Indian interest rates. The analysis will be conducted using Python. Throughout this article we will learn 1. How to get and analyze financial data 2. How Dollar-Yen exchange rate have been changing 3. Relationship between the U.S.-Japan interest rate differential and the exchange rate
Jupyter Notebook
1
star
93

Regulatory-Capital-Calculation

Python
1
star
94

Times-series-Forecasting-using-ARIMA-Model

Jupyter Notebook
1
star
95

Create-Beautiful-Financial-Data-Charts-in-R

1
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96

Option-Pricing-GBM-vs-fGBM

Python
1
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97

QuadraticGaussianModelSimulator

C++
1
star
98

Benchmarking-Pandas-CUDF-and-Polars

Jupyter Notebook
1
star
99

ZIGRAM_Data-Science_Work

Jupyter Notebook
1
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100

NumericalPDESolver

Python
1
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