Pinned Repositories
CPC_FinancialTimeSeries
mars_spectrometry_2
polymodels
Exploring financial data modeling with Thomas Barrau and Raphael Douady's book: Artificial Intelligence for Financial Markets: The Polymodel Approach
qmoms
qmoms package to compute option-implied moments from surface data
precise
World beating online covariance and portfolio construction.
chogui's Repositories
chogui/CPC_FinancialTimeSeries
chogui/mars_spectrometry_2
chogui/polymodels
Exploring financial data modeling with Thomas Barrau and Raphael Douady's book: Artificial Intelligence for Financial Markets: The Polymodel Approach
chogui/qmoms
qmoms package to compute option-implied moments from surface data