MarcosCarreira / StatisticalConsequencesOfFatTailsView external linksLinks
Python / R / Mathematica / ___ code and commentaries based on Nassim Taleb's "Statistical Consequences of Fat Tails" - Feel free to contribute
☆89Jan 31, 2021Updated 5 years ago
Alternatives and similar repositories for StatisticalConsequencesOfFatTails
Users that are interested in StatisticalConsequencesOfFatTails are comparing it to the libraries listed below
Sorting:
- Code and Notes for fat-tailed statistics.☆69Feb 23, 2025Updated 11 months ago
- Repository for the code examples backing each meet-up session☆30Apr 27, 2022Updated 3 years ago
- A mirror of the Open Risk white paper collection☆10Nov 11, 2025Updated 3 months ago
- ☆17Mar 26, 2018Updated 7 years ago
- Notebooks that replicate original quantitative finance papers from Emanuel Derman☆505Oct 21, 2017Updated 8 years ago
- Extreme value statistics in Julia☆42Dec 15, 2025Updated last month
- Software and account setup clinic guidance.☆13Aug 11, 2025Updated 6 months ago
- dateroll makes working with 📅 dates less painful.☆12Apr 17, 2025Updated 9 months ago
- Web application for the simulation of day-ahead energy markets☆11Jul 9, 2017Updated 8 years ago
- Some implementations from the paper robust risk aware reinforcement learning☆36Dec 15, 2021Updated 4 years ago
- ☆12Jun 11, 2024Updated last year
- Machine Learning MRes Material☆15Nov 4, 2025Updated 3 months ago
- Curso de Verão na FGV EMAp, introdução ao uso da bibioteca JuMP para modelar e resolver problemas de otimização☆15Jan 7, 2026Updated last month
- Stamatics 2021☆14Jul 19, 2021Updated 4 years ago
- MFM workshop project☆14Jan 25, 2021Updated 5 years ago
- The tools for proper interactions between ApproxFun.jl and DifferentialEquations.jl for pseudospectiral partial differential equation dis…☆14Nov 30, 2020Updated 5 years ago
- A simple, vimscript only, command runner for sending commands from vim to the kitty terminal emulator.☆10Sep 29, 2022Updated 3 years ago
- VTK based visualization for Julia☆10Jun 16, 2025Updated 7 months ago
- A repository for analytics and machine learning case studies☆13Jan 4, 2026Updated last month
- This app uses OpenAI's LLM model to answer questions about your PDF file. Upload your PDF file and ask questions about it. The app will r…☆13May 13, 2025Updated 9 months ago
- Virtual diary for progress on all fronts.☆10May 19, 2020Updated 5 years ago
- an open source algorithmic trading infrastructure based on technical analysis in Java☆12May 20, 2022Updated 3 years ago
- Option, Try, Either, and some more common basic DataTypes☆14Jul 1, 2023Updated 2 years ago
- vi like repl bindings for julia-repl☆14May 14, 2023Updated 2 years ago
- EHT Image domain analysis through template matching.☆13Jan 27, 2026Updated 2 weeks ago
- Predict performance of a centrifugal chiller using Multiple Linear Regression☆11May 17, 2015Updated 10 years ago
- Julia workshop with a focus on understandable performance☆49Jan 21, 2022Updated 4 years ago
- Documentation for the diagrams project☆20Sep 5, 2025Updated 5 months ago
- Source code to build a open database portal, accessing public financial data about french company☆10Jan 4, 2023Updated 3 years ago
- ☆12Jun 9, 2019Updated 6 years ago
- ☆13Nov 1, 2024Updated last year
- Lightweight Julia macro for destructuring properties and fields☆12Dec 1, 2025Updated 2 months ago
- A simple implementation of low-dimensional geometric algebras in Julia.☆13Mar 13, 2023Updated 2 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Mar 23, 2017Updated 8 years ago
- Course material for "Introduction to Probabilistic Programming for Scientific Discovery"☆18Aug 7, 2020Updated 5 years ago
- Neural networks for insurance pricing with frequency and severity data☆11Oct 25, 2023Updated 2 years ago
- Building https://github.com/JuliaLang/julia for Alpine Linux☆11Mar 2, 2022Updated 3 years ago
- Useful code snippets that I'd rather not lose☆19Oct 19, 2020Updated 5 years ago
- Heath–Jarrow–Morton model☆14Feb 22, 2021Updated 4 years ago