romanlykhnenko

Pinned Repositories

BigDataSparkScala
Language:Scala0 1 00
coursera-aml-docker
Docker container with Jupyter Environment for Coursera "Advanced Machine Learning" specialization.
Language:Dockerfile0 1 00
CurrentShiny
Shiny application
Language:R0 1 20
LODSOC_app-service-web-dotnet-get-started
Source files for LODS labs that require an external Git for an app service.
Language:JavaScript00
NIC_Lykhnenko_Roman
project for NIC WS2015/16
Language:R00
Presentations
0 1 00
pricing_kernels_and_implied_volatility
Language:R14
rcpp-gallery
Source code for the Rcpp Gallery website
Language:C++0 1 00
Simulation_Levy_processes
Language:R1 2 01
TERES
TERES - Tail Event Risk Expectile based Shortfall
Language:R00

romanlykhnenko's Repositories

romanlykhnenko/pricing_kernels_and_implied_volatility
Language:R14
romanlykhnenko/Simulation_Levy_processes
Language:R1 2 01
romanlykhnenko/BigDataSparkScala
Language:Scala0 1 00
romanlykhnenko/coursera-aml-docker
Docker container with Jupyter Environment for Coursera "Advanced Machine Learning" specialization.
Language:Dockerfile0 1 00
romanlykhnenko/CurrentShiny
Shiny application
Language:R0 1 20
romanlykhnenko/LODSOC_app-service-web-dotnet-get-started
Source files for LODS labs that require an external Git for an app service.
Language:JavaScript00
romanlykhnenko/NIC_Lykhnenko_Roman
project for NIC WS2015/16
Language:R00
romanlykhnenko/Presentations
0 1 00
romanlykhnenko/rcpp-gallery
Source code for the Rcpp Gallery website
Language:C++0 1 00
romanlykhnenko/TERES
TERES - Tail Event Risk Expectile based Shortfall
Language:R00
romanlykhnenko/valuation_volatility_derivatives
Valuation of volatility derivatives based on Gruenbichler and Longstaff (1996) model
Language:R02
romanlykhnenko/webapp
Language:HTML
romanlykhnenko/webapp2
romanlykhnenko/webApplication
Language:Python