TommasoBelluzzo / HFMRDLinks
A framework for detecting misreported returns in hedge funds.
☆16Updated 6 years ago
Alternatives and similar repositories for HFMRD
Users that are interested in HFMRD are comparing it to the libraries listed below
Sorting:
- Development space for PhD in Finance☆33Updated 5 years ago
- A framework for historical volatility estimation and analysis.☆35Updated 5 years ago
- My replication of financial papers.☆19Updated 7 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆22Updated 6 years ago
- finance☆43Updated 8 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆65Updated 3 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆43Updated 5 years ago
- Codes for the paper 'Clustering Approaches for Global Minimum Variance Portfolio'☆22Updated 3 years ago
- Estimation of the Covariance Matrix - linear and nonlinear shrinkage☆23Updated 3 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 5 years ago
- Forecasting Macroeconomic Parameters with Deep Learning Neural Networks - Final Year Peoject