Python for optimization and finance

Topic outline

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  General

  • Annonces des enseignants Forum
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  Documents for lectures

  • Lectures 1 and 2 File 245.1KB
  • Python notebook after lecture 1 (zip format) File 66KB
  • Python notebook after course 2 and strategy.py File 50.9KB
  • Updated notebook and strategy.py following course 3 File 85.7KB
  • Lectures 3 and 4 on sklearn (after we finish buy-side finance) File 146.8KB
  • First notebook on classification File 129.4KB
  • Notebook of course 4 File 1.6MB
  • Lectures 5 and 6 on option pricing File 191.8KB
  • Notebooks of the last two lectures File 334.6KB
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  Homeworks

  • Homework 1 (due on Monday October 3rd, by email) File 168KB
  • Homework 2 (due on Monday October 17th, by email) File 199.9KB
  • Data for homework 2 File 61.3KB
  • Homework 3 (due on Monday October 31st, by email) File 86.9KB