{"id":49453690,"url":"https://github.com/coorung/Finance-World","last_synced_at":"2026-06-18T22:00:57.614Z","repository":{"id":246281106,"uuid":"229402610","full_name":"coorung/Finance-World","owner":"coorung","description":"Optimization techniques on the financial area for the hedging, investment starategies, and risk measures","archived":false,"fork":false,"pushed_at":"2020-04-06T19:02:56.000Z","size":5808,"stargazers_count":41,"open_issues_count":0,"forks_count":5,"subscribers_count":5,"default_branch":"master","last_synced_at":"2024-06-27T01:28:41.963Z","etag":null,"topics":["deep-learning","deep-reinforcement-learning","finance","financial-engineering","machine-learning","market-microstructure","reinforcement-learning","risk-management"],"latest_commit_sha":null,"homepage":"","language":"Jupyter Notebook","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":"mit","status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/coorung.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":"LICENSE.md","code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null,"dei":null,"publiccode":null,"codemeta":null}},"created_at":"2019-12-21T09:02:35.000Z","updated_at":"2024-06-27T01:28:45.462Z","dependencies_parsed_at":"2024-06-27T01:28:44.744Z","dependency_job_id":"8f36d403-47c9-4d5d-a9a3-0fd3545ff5f2","html_url":"https://github.com/coorung/Finance-World","commit_stats":null,"previous_names":["coorung/finance-world"],"tags_count":0,"template":false,"template_full_name":null,"purl":"pkg:github/coorung/Finance-World","repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/coorung%2FFinance-World","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/coorung%2FFinance-World/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/coorung%2FFinance-World/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/coorung%2FFinance-World/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/coorung","download_url":"https://codeload.github.com/coorung/Finance-World/tar.gz/refs/heads/master","sbom_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/coorung%2FFinance-World/sbom","scorecard":null,"host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":286080680,"owners_count":34508867,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2026-05-26T15:22:16.424Z","status":"online","status_checked_at":"2026-06-18T02:00:06.871Z","response_time":128,"last_error":null,"robots_txt_status":"success","robots_txt_updated_at":"2025-07-24T06:49:26.215Z","robots_txt_url":"https://github.com/robots.txt","online":true,"can_crawl_api":true,"host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":["deep-learning","deep-reinforcement-learning","finance","financial-engineering","machine-learning","market-microstructure","reinforcement-learning","risk-management"],"created_at":"2026-04-30T04:01:03.703Z","updated_at":"2026-06-18T22:00:57.588Z","avatar_url":"https://github.com/coorung.png","language":"Jupyter Notebook","funding_links":[],"categories":["📦 Legacy \u0026 Inactive Projects"],"sub_categories":[],"readme":"# Finance World\nOptimization techniques on the financial area for the hedging, investment strategies, and risk measures.\nCodes are categorized to Basic \u0026 Advanced, as the Financial engineering or Market microstructure concept are included or not. I am trying to visualize it to grasp well but recommend that check the reference paper before you give yourself over to code, especially in Advanced folder.\n\nThis repository will be added \u0026 fixed continuously\n\n## Basic\n### 1. Modern Portfolio Theory\n![MPT](./Basic/fig/1_MPT.png)\n### 2. Return Distribution Analysis with Risk Measure\n![2. Return Distribution Analysis with Risk Measure](./Basic/fig/2_Distribution_Analysis.png)\n### 3. Naive Classification Procedure for ML Trading\n![3. Naive Classification Procedure for ML Trading](./Basic/fig/3_Classification.png)\n### 4. ELS Pricing(Kor)\n(The figure below is only intended to show the structure of the ELS. Code result is just a price of ELS)\n![4. ELS Pricing](./Basic/fig/4_ELS.jpg)\n### 5. Volatility Surface\n![5. Volatility Surface](./Basic/fig/5_Volsurface.png)\n\n## Advanced\n\n### 1. Hedging Option with Replicating Portfolio(Kor)\n![1. Hedging Option with Replicating Portfolio](./Advanced/fig/1_ReplicatingPF.gif)\n### 2. Pension Planning using HJB eqn\n![2. Pension Planning using HJB eqn](./Advanced/fig/2_PensionPlan1.png)\n![2. Pension Planning using HJB eqn](./Advanced/fig/2_PensionPlan2.png)\n### 3. Pension Planning with RL\n![3. Pension Planning with RL](./Advanced/fig/3_PensionPlanRL.png)\n### 4. High Frequency Trading with RL\n![4. High Frequency Trading with RL](./Advanced/fig/4_HFT_RL.png)\n\n\n(*cont'd*)\n\nMIT License\n\nCopyright (c) 2019 U. Jang\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fcoorung%2FFinance-World","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fcoorung%2FFinance-World","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fcoorung%2FFinance-World/lists"}