heston
github.comImplementations of the Heston stochastic volatility model
- GitHub stars
- 24
- Language
- R
- Code license
- BSD-3-Clause
DUCKQUANT / THE QUANT & AI DIRECTORY
14,444 resources, ranked by in-directory PageRank
Showing 13,573–13,608 of 14,444 resources
Implementations of the Heston stochastic volatility model
C Bayer, B Stemper (2018). Deep calibration of rough stochastic volatility models.
By means of stochastic volatility models
The pricing models and neural network representations used in part one of the paper "Empirical analysis of rough and classical stochastic volatility models to…
three stochastic volatility model: Heston, SABR, SVI
Real-time price monitoring system with Korean economic data APIs, PostgreSQL storage, and Streamlit dashboard.
Software to pull from common economic data APIs for back testing and strategy.
IMF MCP Server - International Monetary Fund Economic Data API for Azure Container Apps
Frontend web application for visualizing and interacting with the Economic Data API
An Elixir client for the Federal Reserve Economic Data API
Economic API that integrates several public economic data APIs.
Experimental visual interface to the FRED economic data API
Get data from the Federal Reserve Economic Data API
Review of FRED (Federal Reserve Economic Data) API
Free Economic Data API - Aggregated Government Data
Economic Data API Microservice (ED-API)
Economic Data Analysis Example
Public repository by samschubert. Primary language: Python.
Public repository by Harshavardhan-student. Primary language: Python.
Flask based API that pulls and processes Irish economic data (GDP/GNP), with authentication, logging, testing and Docker deployment
Public repository by poter135. Primary language: Python.
Public repository by antoncloud. Primary language: Jupyter Notebook.
FastAPI service for economic data platform in development
Used for querying data from and analyzing different economic sources: BLS, BEA, Eurostat, etc
A simple Elm app that pulls Economic Data from a JSON API.
How to Get economic data with API
Using the Federal Reserve Economic Data API and Tableau for Economic Insights
TypeScript CLI for the US FRED (Federal Reserve Economic Data) API
A Ruby wrapper for the Federal Reserve Economic Data API (FRED)
MCP server for the FRED (Federal Reserve Economic Data) API
Wrapper for Federal Reserve Economic Data API https://nhirschey.github.io/FSharp.Data.Fred/
FRED (Federal Reserve Economic Data) API integration with Model Context Protocol (MCP)