quant-finance-models

Realization of quantitative financial models in Python: Markowitz-Portfolio Theory, CAPM, Black-Scholes Model, Value at Risk, Vasicek Model and Monte-Carlo Simulations

Anomaly-detection-aided-Active-learning

Development of a modified active learning algorithm that takes into account anomaly detection to solve the problem of planning experiments to create a regression model.

The-system-of-forecasting-cash-withdrawals-at-ATMs-and-optimizing-cash-management-strategies

This is a system that predicts the time series of cash withdrawals at ATMs using Holt-Winters, RNN LSTM, SSA and optimizing cash management strategies using a discrete optimal control system.