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/pyTSA
QuantLet/hedging_cc
QuantLet/AOBDL_code
Antisocial Online Behavior Detection Using Deep Learning
QuantLet/alpha_t-RIM
QuantLet/Hedging-Cryptos-with-Bitcoin-Futures
QuantLet/DEDA-SoSe2021
QuantLet/Network-portfolio
QuantLet/CRIX_ETF
QuantLet/DEDA_2022_NYCU
The course open in 2022 at NYCU (National Yang Ming Chiao Tung University), where students can upload their projects here
QuantLet/network_BTC_exchanges
QuantLet/Quantinar-Staking-Simulation
QuantLet/Adaptive_Penalized_Macro_Factors
QuantLet/DEDA_class_2020SS
DEDA class 2020 summer semester
QuantLet/21-SFM1-TS-Project-Xingjia-Wang
Xinjia Wang's Project on the WS21/22 SFM1 Class
QuantLet/AdaBoost_P2PL
QuantLet/ADM
Q for Advanced Mathematics - ADM slide
QuantLet/alpha_shapes
Metis alpha shapes
QuantLet/alphashape_animation
QuantLet/ARR
Academic Rankings Research
QuantLet/awcd
Adaptive Weights Community Detection algorithm
QuantLet/Balanced_Quantile_Predictive_Regression
QuantLet/CACrypto
Neural network based factor model for cryptocurrency
QuantLet/GAN_TS_stacking
QuantLet/LoadBTC
QuantLet/Ms_Th_Predict_Poll_From_Emotions
Descriptive statistics of the Master Thesis : Predicting Poll trends with facial emotions
QuantLet/Pricing_kernel_crypto
QuantLet/SDA_2021_HeartFailure
QuantLet/SDA_2022_St_Gallen
QuantLet/SFM_Class_2018_smart_contracts
QuantLet/SVCJ_MC-1
SVCJ_MC