Jupyter notebook examples using QuantLib.
-
Updated
Jun 25, 2024 - Jupyter Notebook
Jupyter notebook examples using QuantLib.
In this repository I use Beautiful Soup to automate the information retrieval from the website of the Peruvian financial regulator. The final goal is to calculate and compare the most recent returns and assets of the 4 pension funds that provide services in Peru.
an optimal fixed-income portfolio to immunize $9.3B in inflation-indexed pension liabilities over an 80-quarter horizon. Implemented Linear Programming in R to minimize cost while managing credit scores, inflation-linkage caps, and liquidity constraints
💰AI-driven web interface integrates Ministry of Finance pension data, providing personalized fund recommendations and interactive analysis tools for informed retirement planning decisions.
Financial data analysis with TEFAS Fund Data
Binaries T4U with Unified DPM Database for Solvency II and Pension Funds Reporting
NuGet package tailored for fetching banks and pension fund data, prioritizing secure externalization and data access. Emphasizing best practices for app development, ensuring streamlined retrieval and usage of non-sensitive financial data.
Aplicação desenvolvida como resultado do Trabalho de Conclusão do Curso em Ciências Atuariais pela Universidade Federal de Pernambuco. Seu objetivo consiste no cálculo de Provisões Matemáticas em planos de Benefício Definido para Entidades Fechadas de Previdência Complementar.
Lightweight portfolio optimization for pension funds
Norwegian Pension Fund analysis: EDA (sector/regional allocation), preprocessing (ESG features), ML engagement prediction (XGBoost/SHAP), and voting patterns analysis (6,692 disagreements, 86.5% persistence rate, 2020-2025).
Add a description, image, and links to the pension-funds topic page so that developers can more easily learn about it.
To associate your repository with the pension-funds topic, visit your repo's landing page and select "manage topics."