Pinned Repositories
dfdr
This repository includes the scripts to replicate results of my paper entitled "Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices".
FDR_buckets
This repository includes the scripts to replicate the results of my paper entitled "A False Discovery Rate Approach to Optimal Volatility Forecasting Model Selection".
FX_MHT_DMA
This repository includes the scripts to replicate the results of my paper entitled "Trading the foreign exchange market with technical analysis and Bayesian Statistics".
hkalager
Config files for my GitHub profile.
knockoff_index
This repository contains a small project where I study feasibility of using knockoff filters in portfolio management. More details are included in the Wiki page
misc
Miscellaneous codes: comparing identical scripts in Python against Matlab and R; and also a pet project on term structure optimisation
ML_AccountingFraud
This repository includes the scripts to replicate the results of my WORKING paper entitled "A Machine Learning Approach to Detect Accounting Frauds".
ML_Gambling
This repository includes the scripts to replicate the results of my paper entitled "A machine learning perspective on responsible gambling". Access the paper here https://doi.org/10.1017/bpp.2019.9
optionm
This project quantifies the changes in realised and implied volatility over time and investigates profitability of options in top 100 US stocks.
relogit
A simple Python implementation for Rare Event Logit model of King and Zeng (2001)
hkalager's Repositories
hkalager/ML_AccountingFraud
This repository includes the scripts to replicate the results of my WORKING paper entitled "A Machine Learning Approach to Detect Accounting Frauds".
hkalager/optionm
This project quantifies the changes in realised and implied volatility over time and investigates profitability of options in top 100 US stocks.
hkalager/FDR_buckets
This repository includes the scripts to replicate the results of my paper entitled "A False Discovery Rate Approach to Optimal Volatility Forecasting Model Selection".
hkalager/relogit
A simple Python implementation for Rare Event Logit model of King and Zeng (2001)
hkalager/dfdr
This repository includes the scripts to replicate results of my paper entitled "Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices".
hkalager/FX_MHT_DMA
This repository includes the scripts to replicate the results of my paper entitled "Trading the foreign exchange market with technical analysis and Bayesian Statistics".
hkalager/knockoff_index
This repository contains a small project where I study feasibility of using knockoff filters in portfolio management. More details are included in the Wiki page
hkalager/hkalager
Config files for my GitHub profile.
hkalager/misc
Miscellaneous codes: comparing identical scripts in Python against Matlab and R; and also a pet project on term structure optimisation
hkalager/ML_Gambling
This repository includes the scripts to replicate the results of my paper entitled "A machine learning perspective on responsible gambling". Access the paper here https://doi.org/10.1017/bpp.2019.9