Pinned Repositories
CCID
The intraday seasonality of volatility and trading volume in the cryptocurrency market
JumpDetectR
Scalable implementation of Lee / Mykland (2012) and Ait-Sahalia / Jacod (2012) Jump tests for noisy high frequency data
Meta_learner-for-Causal-ML
This repository provides R-code for the estimation of the conditional average treatment effect (CATE) using machine learning (ML) methods.
MLvsGARCH
MVA
Quantnet: MVA quantlets
pyTSA
quantinar_nft
Issue NFTs on your Quantlets on www.quantinar.com
ssmmatlab
A set of MATLAB and OCTAVE programs for the statistical analysis of linear time series using mainly state space methods
Styleguide-and-FAQ
Includes the Styleguide and Frequently Asked Questions (FAQ)
TENET
TENET: Tail-Event driven NETwork Risk
LvB's Repositories
QuantLet/MVA
Quantnet: MVA quantlets
QuantLet/DigitalEconomyDecisionAnalytics
QuantLet/Hedging-Cryptos-with-Bitcoin-Futures
QuantLet/SPM
Quantnet: SPM quantlets
QuantLet/SMS2
SMS2 quantlets
QuantLet/GRF
Generalized Random Forests
QuantLet/Shapley_Smoothing
QuantLet/AdaBoost_P2PL
QuantLet/BigDataIndex
QuantLet/Cross-Section-and-Panel-Data-H
2024 Cross Section and Panel Data(H) Codings
QuantLet/DEDA_2024_HUB
QuantLet/DEDA_2024_NYCU
QuantLet/DEDA_word_embeddings_BERT_examples
QuantLet/EM-App-CPI
EM application on CPI
QuantLet/em-conv
QuantLet/EM_Algorithm
QuantLet/FRM-Taiwan
QuantLet/Herding
To support Quantinar Herding Talk
QuantLet/hf.econometrics
Companion to publication "Understanding Jumps in High Frequency Digital Asset Markets". Contains scalable implementations of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy high frequency data
QuantLet/HJP
QuantLet/LLM-Examples
QuantLet/Metcalfe_Law_and_LPPL_Crypto
QuantLet/Metis_MST
This is repository of METIS about Minimum Spanning Tree
QuantLet/np_var_mis
Nonparametric Variance Estimation with missing values
QuantLet/p2pInterestRate
QuantLet/PricingKernelBspline
QuantLet/pylpa
This is a python repository implementing the Local Parametric Approach from Spokoiny, V. (2009a).
QuantLet/sent-vol-network
Sentiments & Volatility Network
QuantLet/SMS
SMS2 quantlets, clean and validated
QuantLet/Word-cloud-Search-engine-optimisation-
Future project on search optimisation via NLP