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Python for optimization and finance
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Courses
Année 2022-2023
Paris 1
Mathématiques et informatique
Masters
UP1-C-ELP-X5I14922-02
Course content
Tab 1
Tab 2
Topic outline
General
Annonces des enseignants
Forum
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
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