alialaradi

PhD Candidate - Department of Statistical Sciences, University of Toronto

Pinned Repositories

DeepGalerkinMethod
Companion code for "Solving Nonlinear and High-Dimensional Partial Differential Equations via Deep Learning" by A. Al-Aradi, A. Correia, D. Naiff, G. Jardim and Y. Saporito (https://arxiv.org/abs/1811.08782)
Language:Python11339
PairsTrading
MATLAB code to produce results and figures in the paper "Stochastic Optimal Control of Pairs Trading Strategies with Absolute and Relative Inventory Penalties" (http://www.utstat.utoronto.ca/~ali/papers/PairsTrading.pdf)
Language:MATLAB142
OutperformanceAndTracking
MATLAB code to produce results and figures in the paper "Outperformance and Tracking" (https://arxiv.org/abs/1803.05819)
Language:MATLAB24
FunctionalDataAnalysis
MATLAB code to produce results and figures in the project "Functional data analysis of AIDS clinical trials data using principal analysis by conditional expectation" (http://www.utstat.utoronto.ca/~ali/papers/FDAproject.pdf)
Language:MATLAB10
TechnicalUncertainty
MATLAB code to produce results and figures in the paper "Technical Uncertainty in Real Options with Learning" (https://arxiv.org/abs/1803.05831)
Language:MATLAB11
Creditworthiness
R and KnitR code to produce results found in "Credit Scoring via Logistic Regression" (http://www.utstat.utoronto.ca/~ali/papers/creditworthinessProject.pdf)
Language:R02

alialaradi/DeepGalerkinMethod
Companion code for "Solving Nonlinear and High-Dimensional Partial Differential Equations via Deep Learning" by A. Al-Aradi, A. Correia, D. Naiff, G. Jardim and Y. Saporito (https://arxiv.org/abs/1811.08782)
Language:Python11339
alialaradi/Creditworthiness
R and KnitR code to produce results found in "Credit Scoring via Logistic Regression" (http://www.utstat.utoronto.ca/~ali/papers/creditworthinessProject.pdf)
Language:R2
alialaradi/PairsTrading
MATLAB code to produce results and figures in the paper "Stochastic Optimal Control of Pairs Trading Strategies with Absolute and Relative Inventory Penalties" (http://www.utstat.utoronto.ca/~ali/papers/PairsTrading.pdf)
Language:Matlab142
alialaradi/OutperformanceAndTracking
MATLAB code to produce results and figures in the paper "Outperformance and Tracking" (https://arxiv.org/abs/1803.05819)
Language:Matlab24
alialaradi/FunctionalDataAnalysis
MATLAB code to produce results and figures in the project "Functional data analysis of AIDS clinical trials data using principal analysis by conditional expectation" (http://www.utstat.utoronto.ca/~ali/papers/FDAproject.pdf)
Language:Matlab1
alialaradi/TechnicalUncertainty
MATLAB code to produce results and figures in the paper "Technical Uncertainty in Real Options with Learning" (https://arxiv.org/abs/1803.05831)
Language:Matlab11