├── .github └── workflows │ ├── dispatch.yml │ ├── first-action.yml │ ├── handle-issues.yml │ ├── matrix.yml │ ├── second-action.yml │ └── third-action.yml ├── .gitignore ├── LICENSE ├── README.md ├── __init__.py ├── __pycache__ └── fin_utils.cpython-312.pyc ├── const ├── __init__.py ├── __pycache__ │ ├── literals.cpython-312.pyc │ └── numbers.cpython-312.pyc ├── literals.py └── numbers.py ├── notebooks ├── __init__.py ├── financial_engineering_notebook │ ├── FinEng Chapter 0 - Wiener Process RW Modeling.ipynb │ ├── FinEng Chapter 1 - Bond and Modern Portfolio Theory.ipynb │ ├── FinEng Chapter 1 - Fokker Planck Equation.ipynb │ ├── FinEng Chapter 2 - CAPM.ipynb │ ├── FinEng Chapter 3 - Options.ipynb │ ├── FinEng Chapter 4 - Rates Modelling.ipynb │ ├── FinEng Chapter 5 - Value at Risk (VaR).ipynb │ ├── __init__.py │ └── test.py ├── pyproject.toml └── time_series_analysis │ ├── Chapter 0 - Dates And Time In Python.ipynb │ ├── Chapter 1 - Time Series Manipulation.ipynb │ ├── Chapter 10 - Markov Regime-Switching Model.ipynb │ ├── Chapter 12 - Kalman Filter.ipynb │ ├── Chapter 15 - Machine Learning.ipynb │ ├── Chapter 16 - Implementing Technical Analysis.ipynb │ ├── Chapter 17 - Performance Measurement.ipynb │ ├── Chapter 2 - Lag Operator and Difference Equations.ipynb │ ├── Chapter 3 - Simple and Log Returns.ipynb │ ├── Chapter 4 - Stationary Processes and Trend Removal.ipynb │ ├── Chapter 5 - ARIMA models.ipynb │ ├── Chapter 6 - ARCH and GARCH.ipynb │ ├── Chapter 7 - Cointegration.ipynb │ ├── Chapter 8 - Value at Risk (VaR).ipynb │ ├── Chapter 9 - Vector Autoregressive Model (VAR).ipynb │ └── __init__.py ├── pyproject.toml ├── setup.py ├── tests ├── __init__.py └── test_fin_utils.py └── utils ├── __init__.py ├── __pycache__ ├── fin_utils.cpython-312.pyc └── logger.cpython-312.pyc ├── directory.py ├── fin_utils.py └── logger.py /.github/workflows/dispatch.yml: -------------------------------------------------------------------------------- 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