Pinned Repositories
copulaDAG
DistributionalForecasts.jl
Code accompanying the Anatolyev, S. and Baruník, J., (2019). Forecasting dynamic return distributions based on ordered binary choice. International Journal of Forecasting, 35(3), pp.823-835
financal-bubble
GAS-ALD
Generalized Autoregressive Score asymmetric Laplace Distribution and Extreme Downward Risk Prediction
GetMatrixD
Multivariate-statistical-analysis
多元统计分析代码
PyHawkes
Hawkes Point Processes in Python
SystemicRisk
A framework for systemic risk valuation and analysis.
hpompom's Repositories
hpompom/financal-bubble
hpompom/GAS-ALD
Generalized Autoregressive Score asymmetric Laplace Distribution and Extreme Downward Risk Prediction
hpompom/copulaDAG
hpompom/DistributionalForecasts.jl
Code accompanying the Anatolyev, S. and Baruník, J., (2019). Forecasting dynamic return distributions based on ordered binary choice. International Journal of Forecasting, 35(3), pp.823-835
hpompom/GetMatrixD
hpompom/Multivariate-statistical-analysis
多元统计分析代码
hpompom/PyHawkes
Hawkes Point Processes in Python
hpompom/SystemicRisk
A framework for systemic risk valuation and analysis.