Pinned Repositories
BasicStats
CryptoCopVaRES
CryptoForeComb
ctruciosm
ctruciosm.github.io
GDFM-CHF
GDFM-CHF-VaRES
Codes used in Hallin and Trucíos (2021).
HierPortfolios
Portfolio Allocation through Hierarchical Clustering-Based Strategies
ResamplingBRPortfolios
RobGARCHBoot
ctruciosm's Repositories
ctruciosm/HierPortfolios
Portfolio Allocation through Hierarchical Clustering-Based Strategies
ctruciosm/ctruciosm.github.io
ctruciosm/GDFM-CHF
ctruciosm/GDFM-CHF-VaRES
Codes used in Hallin and Trucíos (2021).
ctruciosm/ResamplingBRPortfolios
ctruciosm/BasicStats
ctruciosm/CryptoForeComb
ctruciosm/ctruciosm
ctruciosm/JuliaBDA
Basic Data Analysis with Julia
ctruciosm/ME715-unicamp
ctruciosm/Robpvc
ctruciosm/23SEMEST
ctruciosm/ACA124
Material de apoio para a matéria Métodos Quantitativos em Administração (ACA124) FACC/UFRJ
ctruciosm/academic-website-template
Jekyll website template for personal academic or research group web pages.
ctruciosm/arbitrage_research_hudson_thames
ctruciosm/BacktestingVaRES
ctruciosm/bayesian-stats-with-R
Material for a workshop on Bayesian stats with R
ctruciosm/BrazilianHRP
Portfolio Allocation Strategies Performance. BDAQ UFRJ Project
ctruciosm/Computational-Finance-Course
Here you will find materials for the course of Computational Finance
ctruciosm/ESTE_2023
Materials for the mini-course on Interpretable Machine Learning
ctruciosm/ISL
ctruciosm/ME414-unicamp
ctruciosm/ME607-unicamp
ctruciosm/ME731
ctruciosm/MI628-unicamp
ctruciosm/MVA
Quantnet: MVA quantlets
ctruciosm/PortfolioAllocation
ctruciosm/PortfolioSorts_NSE
Code for "Non-Standard Errors in Portfolio Sorts".
ctruciosm/pydata-book
Materials and IPython notebooks for "Python for Data Analysis" by Wes McKinney, published by O'Reilly Media
ctruciosm/RSGARCH