YannickKae

DIY-ETF-Investing

This repository contains an Excel Spreadsheet to maintain & rebalance an ETF Portfolio.

Efficient-Tests-of-Stock-Return-Predictability

This R code implements the Bonferroni Q test from Yogo and Campbell's (2006) paper "Efficient Tests of Stock Return Predictability."

Ensembling-in-semantic-Image-Segmentation

This repository contains our work on ensembling in semantic image segmentation as part of the Google Research Kaggle competition "Identify Contrails to Reduce Global Warming".

Evaluating-Investment-Strategies

This repository contains a collection of functions to evaluate investment strategies regarding multiple testing concerns.

Financial-Market-Regime-Classification

Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & Tactical Asset Allocation

Fund-Replication

This repository provides a notebook for checking whether a fund or other security can be replicated by others.

Interest-Rate-Simulation

This repository contains the code for the R Shiny tool "Interest Rate Simulation", an interactive tool for gaining intuition for one-factor equilibrium models.

Monthly-Savings-Calculator

This Shiny R app is a monthly savings calculator that allows users to calculate the monthly savings rate needed to reach a desired final amount, based on different possible return distributions and risk profiles.

Multivariate-Forecasting-VAR-vs.-LSTM

VAR vs. LSTM: Multivariate Forecasting of Factor Returns

Statistical-Learning-based-Portfolio-Optimization

This R Shiny App utilizes the Hierarchical Equal Risk Contribution (HERC) approach, a modern portfolio optimization method developed by Raffinot (2018).

YannickKae/Financial-Market-Regime-Classification

Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & Tactical Asset Allocation

YannickKae/Statistical-Learning-based-Portfolio-Optimization

This R Shiny App utilizes the Hierarchical Equal Risk Contribution (HERC) approach, a modern portfolio optimization method developed by Raffinot (2018).

YannickKae/Evaluating-Investment-Strategies

This repository contains a collection of functions to evaluate investment strategies regarding multiple testing concerns.

YannickKae/Multivariate-Forecasting-VAR-vs.-LSTM

VAR vs. LSTM: Multivariate Forecasting of Factor Returns

YannickKae/Fund-Replication

This repository provides a notebook for checking whether a fund or other security can be replicated by others.

YannickKae/Monthly-Savings-Calculator

This Shiny R app is a monthly savings calculator that allows users to calculate the monthly savings rate needed to reach a desired final amount, based on different possible return distributions and risk profiles.

YannickKae/Efficient-Tests-of-Stock-Return-Predictability

This R code implements the Bonferroni Q test from Yogo and Campbell's (2006) paper "Efficient Tests of Stock Return Predictability."

YannickKae/DIY-ETF-Investing

This repository contains an Excel Spreadsheet to maintain & rebalance an ETF Portfolio.

YannickKae/Ensembling-in-semantic-Image-Segmentation

This repository contains our work on ensembling in semantic image segmentation as part of the Google Research Kaggle competition "Identify Contrails to Reduce Global Warming".

YannickKae/Interest-Rate-Simulation

This repository contains the code for the R Shiny tool "Interest Rate Simulation", an interactive tool for gaining intuition for one-factor equilibrium models.

YannickKae/Machine-Learning-for-Sales-Forecasting

This code implements a simple neural network to predict the sales of a bakery in Kiel.

YannickKae/FlashcardApp