A Rocq formalization of information theory and linear error-correcting codes

Special Structure Detection for Pyomo

Custom Python library focused on numerical methods for valuing fixed income securities: bonds, swaps, options, etc.

This is a library for fixed income quant analytics.

Compute the minimal enclosing circle with Mosek, Clarabel, ...

A Rust library, attempting to implement Nassim Nicholas Taleb's antifragility theory.

Bond price, bond sensitivity, duration, convexity

Financial Quantitative Analysis

Toolkit for Fixed Income instruments

Quantitative fixed income research — yield curve modelling, risk management, and NS factor forecasting on US Treasuries.

The official implementation of D-Convexity: A Unified Differentiable Convex Shape Prior via Quasi-Concavity for Data-driven Image Segmentation

construction of a nowhere convex, non-negative, strictly increasing, continuously differentiable function tightly bounded from above by a convex one

Fixed Income Investing analysis with Python

some option technics within python and R

Python model for analyzing bond portfolio interest rate risk using duration, convexity, and yield curve pricing with visualizations.

This repo is Homework-04 of EE-559(Machine Learning I: Supervised Methods) completed at USC. Topics Resources

Fixed income analytics for bank treasury and ALM — DV01, convexity, OCI/CET1 scenario analysis, HMM regime detection, CVXPY portfolio optimisation

Fixed income analysis with bond pricing, duration and convexity using Python.