Pinned Repositories
Multinomial-Logit
Estimating multinomial logit models
Portfolio-Optimization
Optimize portfolio allocation under transaction costs
simonjurkatis
Trade-Classification-Algorithms
To classify trades into buyer- and seller-initiated.
jktis's Repositories
jktis/Trade-Classification-Algorithms
To classify trades into buyer- and seller-initiated.
jktis/Portfolio-Optimization
Optimize portfolio allocation under transaction costs
jktis/Multinomial-Logit
Estimating multinomial logit models
jktis/simonjurkatis