george-nigm

ABSOULOUTUM

ABSOLUTUM

Anomaly-detection-aided-Active-learning

Development of a modified active learning algorithm that takes into account anomaly detection to solve the problem of planning experiments to create a regression model.

causal-portfolio-and-lead-lag-detection

causal-survival-analysis-lob

george-nigm.github.io

Github Pages template for academic personal websites, forked from mmistakes/minimal-mistakes

Improvements-to-ML-algorithms

Application of anomalies detecting and imputing algorithms for improving the LightGBM regressor.

portfolio_backtesting

Source code from the youtube video

quant-finance-models

Realization of quantitative financial models in Python: Markowitz-Portfolio Theory, CAPM, Black-Scholes Model, Value at Risk, Vasicek Model and Monte-Carlo Simulations

The-system-of-forecasting-cash-withdrawals-at-ATMs-and-optimizing-cash-management-strategies

This is a system that predicts the time series of cash withdrawals at ATMs using Holt-Winters, RNN LSTM, SSA and optimizing cash management strategies using a discrete optimal control system.

trading-momentum-transformer

This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.org/pdf/2112.08534.pdf).

george-nigm/Anomaly-detection-aided-Active-learning

Development of a modified active learning algorithm that takes into account anomaly detection to solve the problem of planning experiments to create a regression model.

george-nigm/quant-finance-models

Realization of quantitative financial models in Python: Markowitz-Portfolio Theory, CAPM, Black-Scholes Model, Value at Risk, Vasicek Model and Monte-Carlo Simulations

george-nigm/The-system-of-forecasting-cash-withdrawals-at-ATMs-and-optimizing-cash-management-strategies

This is a system that predicts the time series of cash withdrawals at ATMs using Holt-Winters, RNN LSTM, SSA and optimizing cash management strategies using a discrete optimal control system.

george-nigm/ABSOULOUTUM

ABSOLUTUM

george-nigm/causal-portfolio-and-lead-lag-detection

george-nigm/causal-survival-analysis-lob

george-nigm/george-nigm.github.io

Github Pages template for academic personal websites, forked from mmistakes/minimal-mistakes

george-nigm/Improvements-to-ML-algorithms

Application of anomalies detecting and imputing algorithms for improving the LightGBM regressor.

george-nigm/portfolio_backtesting

Source code from the youtube video

george-nigm/trading-momentum-transformer

This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.org/pdf/2112.08534.pdf).