26 skills found
RobertRosenbaum / ModelingNeuralCircuitsCode to accompany the textbook "Modeling Neural Circuits Made Simple"
jerryxyx / MonteCarloA model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM
batterysim / Equiv Circ ModelAn equivalent circuit model (ECM) for a battery cell, module, and pack
dpicone1 / Vasicek CIR HoLee HullWhite Models PythonPricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes
jatinchowdhury18 / Bad Circuit ModellingCorrect modelling of incorrect circuits
caramel2001 / Financial Derivative Analysis And SimulationPricing and Analysis of Financial Derivative by Credit Suisse using Monte Carlo, Geometric Brownian Motion, Heston Model, CIR model, estimating greeks such as delta, gamma etc, Local volatility model incorporated with variance reduction.(For MH4518 Project)
TS-CUBED / CirculatorySystemModels.jlNo description available
Zhouzihao914 / Equivalent Circuit Model BatterySelf-developed ECM model, for learning purpose.
SendingA / UWB Mutipath Triangulation LocalizationA UWB multipath triangulate localization algorithm is proposed and achieved , including the generation of UWB signal and the channel model, the extract of CIR, the obtainment of AOA, AOD, rTOF and the localization algorithm. The simulation is initially verified successfully.
NikitaD1 / Estimating Term Structure Of Interest Rate With Kalman FilterRepository for simulation and estimation of CIR one factor model parameters
upathare1 / Advanced Term StructuresOur project extends the classical models such as Vasicek and CIR to incorporate the effects of jump-risks in the market. We explore modern methods to price and calibrate such models and evaluate their pricing performance with respect to classical models and the observed market prices.
huliaohaha / UAV Localization Algorithm Based On Double Circle Intersection Model 2022数学建模国赛B题位无人机遂行编队飞行中的纯方位无源定位代码(python)
adityadj98 / Computational Methods In Pricing And Model Calibration Columbia UniversityThis course focuses on computational methods in option and interest rate, product’s pricing and model calibration. The first module will introduce different types of options in the market, followed by an in-depth discussion into numerical techniques helpful in pricing them, e.g. Fourier Transform (FT) and Fast Fourier Transform (FFT) methods. We will explain models like Black-Merton-Scholes (BMS), Heston, Variance Gamma (VG), which are central to understanding stock price evolution, through case studies and Python codes. The second module introduces concepts like bid-ask prices, implied volatility, and option surfaces, followed by a demonstration of model calibration for fitting market option prices using optimization routines like brute-force search, Nelder-Mead algorithm, and BFGS algorithm. The third module introduces interest rates and the financial products built around these instruments. We will bring in fundamental concepts like forward rates, spot rates, swap rates, and the term structure of interest rates, extending it further for creating, calibrating, and analyzing LIBOR and swap curves. We will also demonstrate the pricing of bonds, swaps, and other interest rate products through Python codes. The final module focuses on real-world model calibration techniques used by practitioners to estimate interest rate processes and derive prices of different financial products. We will illustrate several regression techniques used for interest rate model calibration and end the module by covering the Vasicek and CIR model for pricing fixed income instruments.
SiyangWangSE / CircuitModelLi IonBatteryNo description available
ilkersahin78 / A Simulink Model For The Induction Machine With An Inter Turn Short Circuit FaultOpen source simulation model for the induction machine with an inter-turn short circuit fault
christiansiegel / Electrical Circuit Battery ModelBattery simulator for IoT/WSN runtime estimation
usnistgov / Circular Economy Manufacturing ModelsWeb-based functional model for manufacturing in a circular economy
UCLA-StarAI / Circuit Model ZooA collection of logical, probabilistic, and logistic circuits
hainegroup / Polar Overturning Circulation ModelMatlab code for Polar Overturning Circulation model
elyazidassade / Cir Vasicek ModelsShort term interest rates forecast - Vasicek and CIR models
