/Paris-Dauphine-Master-203-Projects

Personal Repository for School Projects from Paris-Dauphine's Master 203 Financial Markets (Algorithmic Trading, C++, Machine Learning).

Primary LanguageC++

Personal Repository for Paris-Dauphine's Master 203 Projects

  1. Algorithmic Trading - A Tale of Two Models: Implementing the Almgren-Chriss Optimal Execution Framework Through Nonlinear and Dynamic Programming
  2. C++ - A Least Squares Algorithm for Ranking Global Currencies Based on Financial Market Sentiment
  3. Machine Learning - Polish Corporate Bankruptcy Prediction With Ensemble Machine Learning
  4. Python - Fixed Effects Panel Regression and the Moscow Stock Exchange Settlement Reform