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1. Machine_learning_trading_algorithm Machine_learning_trading_algorithm Public

   Master's degree project: Development of a trading algorithm which uses supervised machine learning classification techniques to generate buy/sell signals

   Python 24 9

2. Credit-scoring-model Credit-scoring-model Public

   Credit scoring machine learning algorithm which predicts probability of default

   Jupyter Notebook 74 69

3. bond_pricer bond_pricer Public

   Python class and jupyter iPython notebook for pricing a fixed coupon bond

   Jupyter Notebook 23 10

4. Historical_VaR_iPython_notebook Historical_VaR_iPython_notebook Public

   iPython notebook which allows the calculation of historical VaR for a variable range of user defined US equities. The lookback period is manually user defined.

   Jupyter Notebook 1 2

5. Black_SCHOLES_MERTON_OPTION_PRICER Black_SCHOLES_MERTON_OPTION_PRICER Public

   Excel spreadsheet and associated VBA code for calculating European option prices, their greeks, and a range of graphs.

   1

6. Kaggle-Titanic-dataset-machine-learning Kaggle-Titanic-dataset-machine-learning Public

   Applying machine learning to Kaggle's Titanic survival dataset

   Jupyter Notebook 1