ErikSenn

PhD. Candidate in (Financial) Econometrics

University St. GallenSwitzerland

Pinned Repositories

algorithmic_price_discrimination_cummings_et_al_2020
Implementation of Segmentation Example of Cummings et. al. 2020 in R
Language:R0 2 00
eriksenn.github.io
Personal Website
Language:JavaScript00
intro-to-r-2023
MEcon/MiQEF Introductory Week
Language:R00
intro-to-r-2024
Language:R02
VolatiltiyCalculations
This project, from the University of St. Gallen, explores volatility indices, focusing on VSTOXX and MSCI World calculations using Python, and volatility derivatives modeling with R. It includes tools for financial analysis and trading strategies, referencing key literature.
Language:R2 3 00
predicting-financial-volatility-project
predicting realized volatility stock data using TF
Language:Jupyter Notebook1 1 00
big-data
Language:R10
Volatile-Gamma
Language:R1 2 00
PySR
High-Performance Symbolic Regression in Python and Julia
Language:Python2.4k 32 233217
statistics
Language:Jupyter Notebook1 2 00

ErikSenn's Repositories

ErikSenn/algorithmic_price_discrimination_cummings_et_al_2020
Implementation of Segmentation Example of Cummings et. al. 2020 in R
Language:R0 2 00
ErikSenn/eriksenn.github.io
Personal Website
Language:JavaScript00
ErikSenn/intro-to-r-2023
MEcon/MiQEF Introductory Week
Language:R00
ErikSenn/intro-to-r-2024
Language:R02