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/hedging_cc
QuantLet/alpha_t-RIM
QuantLet/Deribit_inverse_BTC_options
This repository procides Matlab codes in model calibration with Deribit Inverse BTC opti
QuantLet/Deribit_inverse_BTC_options_hedging
This repository procides Python codes for greek calculation of inverse BTC options
QuantLet/Quantlet
QuantLet/SDA_2021_NUS
FE5225 class@NUS
QuantLet/BitcoinOptions
QuantLet/DEDA_class2019_SYSU
This is the SDA DEDA Class in SYSU Guangzhou
QuantLet/SDA_2021_St_Gallen
QuantLet/DEDA-SoSe2021
QuantLet/Network-portfolio
QuantLet/CRIX_ETF
QuantLet/Metis_MST
This is repository of METIS about Minimum Spanning Tree
QuantLet/network_BTC_exchanges
QuantLet/Quantinar-Staking-Simulation
QuantLet/RoboAdvisors
QuantLet/CACrypto
Neural network based factor model for cryptocurrency
QuantLet/DAI_digital_art_index
QuantLet/DEDA_2022_Elon_Word_Cloud
QuantLet/fit_IV_DEJD
QuantLet/GAN_TS_stacking
QuantLet/HClustering
QuantLet/IV_implied_fair_premium_curves
QuantLet/LoadBTC
QuantLet/Ms_Th_Predict_Poll_From_Emotions
Descriptive statistics of the Master Thesis : Predicting Poll trends with facial emotions
QuantLet/Nonparametric_Shapley
QuantLet/Pricing_kernel_crypto
QuantLet/SDA_2022_St_Gallen
QuantLet/SFM_Class_2018_smart_contracts
QuantLet/Solidity-Lottery