Pinned Repositories
Black_SCHOLES_MERTON_OPTION_PRICER
Excel spreadsheet and associated VBA code for calculating European option prices, their greeks, and a range of graphs.
bond_pricer
Python class and jupyter iPython notebook for pricing a fixed coupon bond
Credit-scoring-model
Credit scoring machine learning algorithm which predicts probability of default
EULERPB1
EULERPB2
Evaluating-Basel-III
Master's thesis evaluating the effectiveness of Basel III
Historical_VaR_iPython_notebook
iPython notebook which allows the calculation of historical VaR for a variable range of user defined US equities. The lookback period is manually user defined.
Kaggle-Titanic-dataset-machine-learning
Applying machine learning to Kaggle's Titanic survival dataset
LOI_OKUN_PROJET
Master's degree project analysing and verifying Okun's law
Machine_learning_trading_algorithm
Master's degree project: Development of a trading algorithm which uses supervised machine learning classification techniques to generate buy/sell signals
max-fitzpatrick's Repositories
max-fitzpatrick/Credit-scoring-model
Credit scoring machine learning algorithm which predicts probability of default
max-fitzpatrick/bond_pricer
Python class and jupyter iPython notebook for pricing a fixed coupon bond
max-fitzpatrick/Machine_learning_trading_algorithm
Master's degree project: Development of a trading algorithm which uses supervised machine learning classification techniques to generate buy/sell signals
max-fitzpatrick/LOI_OKUN_PROJET
Master's degree project analysing and verifying Okun's law
max-fitzpatrick/Black_SCHOLES_MERTON_OPTION_PRICER
Excel spreadsheet and associated VBA code for calculating European option prices, their greeks, and a range of graphs.
max-fitzpatrick/Historical_VaR_iPython_notebook
iPython notebook which allows the calculation of historical VaR for a variable range of user defined US equities. The lookback period is manually user defined.
max-fitzpatrick/Kaggle-Titanic-dataset-machine-learning
Applying machine learning to Kaggle's Titanic survival dataset
max-fitzpatrick/EULERPB1
max-fitzpatrick/EULERPB2
max-fitzpatrick/Evaluating-Basel-III
Master's thesis evaluating the effectiveness of Basel III
max-fitzpatrick/Evaluating-brain-drain
Undergraduate project evaluating the impact of brain drain
max-fitzpatrick/Evaluating-monetary-incentives
Undergraduate project evaluating the effectiveness of monetary incentives and deterrents