Pinned Repositories
fgv-empirical-asset-pricing
This repository will be used to organize all the codes and notes written on the Empirical asset pricing course given at the school of economics at FGV-SP on 2020 by prof. Marcelo Fernandes.
fgv-financial-econometrics
This repository will be used to organize all the codes and notes written on the Financial econometrics course given at the school of economics at FGV-SP on 2020 by prof. Pedro Valls.
fgv-forecasting
This repository will be used to organize all the codes written on the Forecasting course given at the school of economics at FGV-SP on 2020 by prof. Pedro Valls.
graph-corr-embedd
graph-portfolio-opt
hawkes-with-exogs
lstm-crossasset-momentum
Project that wishes to extend the work of Lim, Zohren and Roberts 2019 to account for cross-asset variation in time series momentum using LSTM networks.
PhD-RP
This is my reading list to write my PhD research proposal.
QuantFinDrafts
Mostly experiments of quantitative finance concepts that i wish to get a deeper knowledge of the underlying theory
rpowbe
dcuoliveira's Repositories
dcuoliveira/fgv-empirical-asset-pricing
This repository will be used to organize all the codes and notes written on the Empirical asset pricing course given at the school of economics at FGV-SP on 2020 by prof. Marcelo Fernandes.
dcuoliveira/lstm-crossasset-momentum
Project that wishes to extend the work of Lim, Zohren and Roberts 2019 to account for cross-asset variation in time series momentum using LSTM networks.
dcuoliveira/hawkes-with-exogs
dcuoliveira/QuantFinDrafts
Mostly experiments of quantitative finance concepts that i wish to get a deeper knowledge of the underlying theory
dcuoliveira/rpowbe
dcuoliveira/fgv-financial-econometrics
This repository will be used to organize all the codes and notes written on the Financial econometrics course given at the school of economics at FGV-SP on 2020 by prof. Pedro Valls.
dcuoliveira/fgv-forecasting
This repository will be used to organize all the codes written on the Forecasting course given at the school of economics at FGV-SP on 2020 by prof. Pedro Valls.
dcuoliveira/graph-corr-embedd
dcuoliveira/graph-portfolio-opt
dcuoliveira/vae-ssm
dcuoliveira/meta-learning-fin
dcuoliveira/npbrs
dcuoliveira/avici
Amortized Inference for Causal Structure Learning, NeurIPS 2022
dcuoliveira/causal-feature
dcuoliveira/cd-ts
dcuoliveira/cml-fin
dcuoliveira/fgv-bayesian-econometrics
This repository will be used to organize all the codes and notes written on the Bayesian econometrics course given at the school of economics at FGV-SP on 2020 by prof. Ricardo Masini.
dcuoliveira/fgv-computational-intelligence
dcuoliveira/fgv-glm
This is a repository for codes used on the statistical modelling discipline given at FGV on 2020 by prof. Claudio Struchiner.
dcuoliveira/GraphSAGE
PyTorch implementation of GraphSAGE.
dcuoliveira/ime-mat-ml
dcuoliveira/MacroQuantDrafts
dcuoliveira/matrioska
dcuoliveira/nn-var-cov-pred
dcuoliveira/nphc
NPHC
dcuoliveira/s-gnn
Graph similarity learning method for detecting change-points in dynamic networks
dcuoliveira/sgd-trading
dcuoliveira/utils
dcuoliveira/variational-inference-primer
dcuoliveira/vrnn
Pytorch implementation of the Variational Recurrent Neural Network (VRNN).