Pinned Repositories
backtester2
case-study
ComputationalFinance
functions and scripts for the course Computational Finance a.c. 2016/2017
EOSL
Replication figures in Elements of Statistical Learning by Hastie et al
ETF
fourierin
This is a package to numerically calculate Fourier integrals.
GCPM
:exclamation: This is a read-only mirror of the CRAN R package repository. GCPM — Generalized Credit Portfolio Model
gitignore
A collection of useful .gitignore templates
ingfin
corso ingegneria finanziaria
Thesis
A Stochastic Reachability Approach to Asset Allocation
skiamu's Repositories
skiamu/ComputationalFinance
functions and scripts for the course Computational Finance a.c. 2016/2017
skiamu/Thesis
A Stochastic Reachability Approach to Asset Allocation
skiamu/fourierin
This is a package to numerically calculate Fourier integrals.
skiamu/backtester2
skiamu/case-study
skiamu/EOSL
Replication figures in Elements of Statistical Learning by Hastie et al
skiamu/ETF
skiamu/GCPM
:exclamation: This is a read-only mirror of the CRAN R package repository. GCPM — Generalized Credit Portfolio Model
skiamu/gitignore
A collection of useful .gitignore templates
skiamu/ingfin
corso ingegneria finanziaria
skiamu/NMF
NMF: A Flexible R package for Nonnegative Matrix Factorization
skiamu/nsprcomp
An R package for non-negative and sparse PCA
skiamu/openxlsx
R package for .xlsx file reading and writing.
skiamu/pyETF
download ETF data from provides
skiamu/qrm
qrm
skiamu/RM_project
skiamu/rstats
Material & code for a course in statistical analysis with R
skiamu/StatApp_exam_functions
R function to be used (hopefully) during the exam
skiamu/StatApp_test
temporary repo, just for getting used to git
skiamu/The-Elements-of-Statistical-Learning-Python-Notebooks
A series of Python Jupyter notebooks that help you better understand "The Elements of Statistical Learning" book
skiamu/zipline
Zipline, a Pythonic Algorithmic Trading Library