Fourier-Bayesian estimation of stochastic volatility models
☆17Sep 23, 2021Updated 4 years ago
Alternatives and similar repositories for fourier-bayesian-sv-estimation
Users that are interested in fourier-bayesian-sv-estimation are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- R Code to accompany "A Note on Efficient Fitting of Stochastic Volatility Models"☆13Dec 4, 2022Updated 3 years ago
- Run any termux package as real root in your ADB shell☆14Dec 31, 2024Updated last year
- A short introduction to Conformal Prediction methods, with a few examples for classification and regression from the Astrophysical domain…☆14Jul 2, 2024Updated 2 years ago
- notebooks used in quant club episodes☆18May 17, 2023Updated 3 years ago
- "An Introduction to Time Series Analysis with R" is a text which is currently under development and aims at giving readers a general ove…☆10Oct 1, 2021Updated 4 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- ☆10Jul 5, 2023Updated 3 years ago
- Fast basic data structures for R☆11Apr 6, 2015Updated 11 years ago
- Using Extreme Value Theory (EVT) to Estimate Value-at-Risk (VaR) and Expected shortfall (ES)☆12Jun 22, 2021Updated 5 years ago
- In this repository, I place my solution for the exercises in multiple famous math textbooks, including Stochastic Differential Equation, …☆14Nov 13, 2023Updated 2 years ago
- Materials from a talk at the Eugene R Users meetup☆38May 8, 2018Updated 8 years ago
- A simple example of how to use Leex and Yecc☆13Jan 19, 2016Updated 10 years ago
- Degustação dos produtos da Análise Macro☆30Oct 6, 2020Updated 5 years ago
- Repositório contendo materiais de estudo sobre Predição Conforme.☆32Jan 24, 2024Updated 2 years ago
- ☆15Dec 2, 2022Updated 3 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Sample materials for useR2015☆11Jul 2, 2015Updated 11 years ago
- ☆16Jul 17, 2020Updated 6 years ago
- Group Lasso package for Python.☆16Sep 12, 2023Updated 2 years ago
- A back-tester for testing stock trading strategies on historical data☆19Aug 26, 2026Updated 2 weeks ago
- Fourier-transform pricing, Monte Carlo validation, and calibration of European options under stochastic-volatility models in Python☆236Updated this week
- The Tidymodels Extension for GARCH models☆37Aug 11, 2022Updated 4 years ago
- Exemplos de programação concorrente em Python☆12Jan 27, 2015Updated 11 years ago
- A graphic user interface module for the causal time series analysis tool tigramite.☆18Sep 25, 2021Updated 4 years ago
- Statistical tests for Value at Risk (VaR) Models.☆16Mar 21, 2026Updated 5 months ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Provides functions to open and unlink shared memory without relying on cgo.☆13Jan 6, 2023Updated 3 years ago
- Understanding A/B testing through Monte Carlo simulation☆16Feb 12, 2015Updated 11 years ago
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆31Aug 29, 2020Updated 6 years ago
- Go implementation of Minesweeper game API☆10Aug 21, 2017Updated 9 years ago
- groupyr: Sparse Group Lasso in Python☆22Sep 11, 2024Updated 2 years ago
- Python tools to quantitatively manage financial risk☆68Nov 16, 2019Updated 6 years ago
- An implementation of the Jenkins Traub polynomial root finding algorithm☆14Aug 23, 2015Updated 11 years ago
- ☆11Feb 16, 2019Updated 7 years ago
- Figlet AsciiText Script & Fonts☆14Aug 7, 2024Updated 2 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- ☆19Jan 2, 2026Updated 8 months ago
- A markdown reader for Google Drive☆15Jan 22, 2015Updated 11 years ago
- R helpers for using Google Fonts☆15Sep 1, 2016Updated 10 years ago
- Python copulas library for dependency modeling☆102Oct 26, 2020Updated 5 years ago
- Functions from the book "Reinsurance: Actuarial and Statistical Aspects"☆25Feb 27, 2026Updated 6 months ago
- Um programa Python que coleta dados de estabelecimentos do Google Maps e os envia para uma planilha do Excel automaticamente.☆14Nov 29, 2022Updated 3 years ago
- ☆10Nov 3, 2017Updated 8 years ago