曲曲菜 (@ququcai)
github

ququcai

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  • Stars
    star
    119
  • Global Rank 183,143 (Top 7 %)
  • Followers 55
  • Following 4
  • Registered about 6 years ago
  • Most used languages
    Jupyter Notebook
         100.0 %

Top repositories

1

option

二叉树、CRR、期权定价、美式期权、欧式期权
Jupyter Notebook
39
star
2

volatility_smile

计算上证50ETF期权隐含波动率并验证波动率微笑
Jupyter Notebook
30
star
3

efficient_frontier

上证50成分股、马科维茨有效前沿、CML、资本市场线、最高夏普比率、最低风险
Jupyter Notebook
24
star
4

arma_gdp

Jupyter Notebook
12
star
5

LSTM_SH000001

运用LSTM、TensorFlow预测上证指数开盘价
Jupyter Notebook
6
star
6

ZCB_CIR

使用CIR模型、蒙特卡洛模拟方法为零息债券定价
Jupyter Notebook
3
star
7

PCA

上证50成分股主成分分析
Jupyter Notebook
3
star