hpompom

Stochastic Analysis & Hawkes process & financial market crash

Pinned Repositories

copulaDAG
Language:R0 1 00
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
Language:Julia00
financal-bubble
Language:R10
GAS-ALD
Generalized Autoregressive Score asymmetric Laplace Distribution and Extreme Downward Risk Prediction
Language:R1 2 10
GetMatrixD
Language:R0 2 00
Multivariate-statistical-analysis
多元统计分析代码
Language:R0 2 00
PyHawkes
Hawkes Point Processes in Python
Language:Python0 1 00
SystemicRisk
A framework for systemic risk valuation and analysis.
Language:MATLAB0 1 01

hpompom's Repositories

hpompom/financal-bubble
Language:R10
hpompom/GAS-ALD
Generalized Autoregressive Score asymmetric Laplace Distribution and Extreme Downward Risk Prediction
Language:R1 2 10
hpompom/copulaDAG
Language:R0 1 00
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
Language:Julia00
hpompom/GetMatrixD
Language:R0 2 00
hpompom/Multivariate-statistical-analysis
多元统计分析代码
Language:R0 2 00
hpompom/PyHawkes
Hawkes Point Processes in Python
Language:Python0 1 00
hpompom/SystemicRisk
A framework for systemic risk valuation and analysis.
Language:MATLAB0 1 01