Pinned Repositories
MonteCarlo-Options-Functions
Functions for calculating the ideal delta-hedging frequency when expected realized volatility is different than the implied, in the presence of transaction costs.
bank-marketing
Predict whether a certain person will subscribe to a term deposit or not via logistic regression
lunar-cycle-market-efficiency
A research to check whether crypto returns are affected by lunar cycles, based on the market phenomenon that stock returns are lower during full-moon periods
pairs-trading
Example of a pairs trading strategy using a Kalman Filter
predicting-sharpshooters
Implementing machine learning methods to predict the best 3 point shooters out of the 2020 NBA draft class
alpyildirim98's Repositories
alpyildirim98/bank-marketing
Predict whether a certain person will subscribe to a term deposit or not via logistic regression
alpyildirim98/lunar-cycle-market-efficiency
A research to check whether crypto returns are affected by lunar cycles, based on the market phenomenon that stock returns are lower during full-moon periods
alpyildirim98/MonteCarlo-Options-Functions
Functions for calculating the ideal delta-hedging frequency when expected realized volatility is different than the implied, in the presence of transaction costs.
alpyildirim98/pairs-trading
Example of a pairs trading strategy using a Kalman Filter
alpyildirim98/predicting-sharpshooters
Implementing machine learning methods to predict the best 3 point shooters out of the 2020 NBA draft class