Focused crawls are collections of frequently-updated webcrawl data from narrow (as opposed to broad or wide) web crawls, often focused on a single domain or subdomain.
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
Basic Discounted Cash Flow library written in Python. Automatically fetches relevant financial documents for chosen company and calculates DCF based on specified parameters.
📈 SiRE (Simulation-Informed Revenue Extrapolation with Confidence Estimate for Scaleup Companies Using Scarce Time-Series Data), accepted by CIKM'2022 🗽
Time Series forecasting using Seasonal ARIMA & Prophet. Applied statistical tests like Augmented Dickey–Fuller test to check stationary of series. Checked ACF ,PACF plots to identify Moving average and Auto-regressive order of series. Transformed series to make it stationary.
Fixed income valuation with term structure models and Monte Carlo simulations: Pricing straight, floating and callable bonds, swaps, swaptions, forward rate agreements, and more exotic securities such as inverse or range floaters
