ionides / 531w16Links
Course materials for Stats 531 Winter 2016 (Analysis of Time Series)
☆13Updated 6 years ago
Alternatives and similar repositories for 531w16
Users that are interested in 531w16 are comparing it to the libraries listed below
Sorting:
- ☆14Updated 6 years ago
- Code and examples for the project on risk-constrained Kelly gambling☆28Updated 5 years ago
- R Code to accompany "A Note on Efficient Fitting of Stochastic Volatility Models"☆13Updated 3 years ago
- Functions for the construction of risk-based portfolios☆54Updated 4 years ago
- Covariance Matrix Estimation via Factor Models☆38Updated 6 years ago
- Notebook and assignment for Coursera course: Introduction to Computational Finance and Financial Econometrics by Eric Zivot☆11Updated 7 years ago
- NYU Tandon lecture slides☆33Updated 3 weeks ago
- Large Deviations for volatility options☆13Updated 6 years ago
- Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis☆27Updated 3 years ago
- Markov Switching Models for Statsmodels☆24Updated 9 years ago
- Python package to solve actuarial life-contingent risks☆18Updated 2 years ago
- Option Pricing with Machine Learning Methods☆15Updated last year
- Lasso Quantile Regression☆31Updated 6 years ago
- Development space for PhD in Finance☆34Updated 5 years ago
- Links for the most relevant topics☆32Updated 6 years ago
- Python Code for Meucci Related Blog Posts☆15Updated 9 years ago
- A Quantitative Finance Engineering Project☆15Updated 2 years ago
- 👾 This repository contains files related to my personal website. Charts, Jupyter notebooks, random notes, etc.☆18Updated last year
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated last year
- Script to fit the Heston-Nandi GARCH(1,1) model. Includes MLE of parameters, future path simulation, Monte Carlo simulation for option pr…☆15Updated 4 years ago
- ☆24Updated 4 years ago
- Replication of key GARCH model papers☆37Updated 9 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆66Updated 3 years ago
- Volatility Decomposition of Asset Price Time Series☆11Updated 6 years ago
- Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling☆19Updated 6 years ago
- Monte Carlo Submission Examples☆17Updated last year
- An R Package for testing the Efficient Market Hypothesis☆28Updated 9 years ago
- ☆18Updated 4 years ago
- alpha-RNN☆29Updated 5 years ago
- R Finance packages not listed in the Empirical Finance Task View☆13Updated last month