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Writing zero-knowledge circuits using gnark to expand the existing library – Focus on Financial Circuit Development and Approach

This 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... Read more

FIBRA - Fixed Income Brazil. Government and Corporate Bonds Pricing.

Financial data and computation for Finec MGIMO students.

第19届“花旗杯”金融创新应用大赛参赛作品，以BERT模型为核心，组合实体抽取和消歧、情绪分析两个下游任务，抽取出非结构化文本中的债券实体和公司实体，并分别对相应实体进行对应文本的情绪分析，为债券违约提供参考，并将模型封装部署到了Web端。项目已经部署到：http://129.211.191.74/

"Bootstrap Charm for Doggo Bonds: Where Tails Entwine and Hearts Align!" 🐾💖🌈

The objective of this project is to develop a Monte Carlo simulation model for portfolio optimization to maximise an investor's max returns off a given investment amount vested among various assets. It required to construct and analyze portfolios composed of various asset classes (e.g., stocks, b... Read more

The R package offers a wide range of functions for term structure estimation based on static and dynamic coupon bond and yield data sets. The implementation focuses on the cubic splines approach of McCulloch (1971, 1975) and the Nelson and Siegel (1987) method with extensions by Svensson (1994), ... Read more

LSTM and XGboost are used to forecast multi-factor convertible bonds and stocks

Implementation of cheap Monte Carlo optimisation of bonds in molecules