Pinned Repositories
-Deep_Learning_in_Asset_Pricing
access-r-source
How to get at R source. I am sick of Googling this. I am writing it down this time.
Adaptive_Penalized_Macro_Factors
Advance-Simulation-Methods-Project-for-Stock-Price-Forecasting
In general, the simulation is in a Geometric Brownian Motion framework, and with some modifications. I first visualize price and daily returns to find some trend and features of that stock, then I use the analytical insights to construct the model that can capture as much information as possible. Finally, I quantify the information, and put them into my simulation model.
Advanced-Deep-Learning-with-Keras
Advanced Deep Learning with Keras, published by Packt
Forecasting-Realized-Volatility-for-Crude-Oil-Futures-with-High-Frequency-Data
master_thesis
Repository for master thesis: LSTM Neural Networks and HAR Models for Realized Volatility - An Application to Financial Volatility Forecasting
MIDASLec
A package with required functions (and packages) for running examples of different MIDAS models presented at CORE lectures, September 2019.
SystemicRisk
A framework for systemic risk valuation and analysis.
time-series-transformers-review
A professionally curated list of awesome resources (paper, code, data, etc.) on transformers in time series.
yangkedc1984's Repositories
yangkedc1984/Elements-of-Statistical-Learning
Contains LaTeX, SciPy and R code providing solutions to exercises in Elements of Statistical Learning (Hastie, Tibshirani & Friedman)
yangkedc1984/profor
probability forecasting with macro variables