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NicoHerrig95/README.md

I am Nico, a ML- and Data Engineer with a background in statistics.

My main programming and maths related interests lie in:

  • Machine Learning
  • Quantitative Finance
  • Reinforcement Learning
  • Computational Statistics

Pinned

  1. Multi-armed-Bandit-RL Multi-armed-Bandit-RL Public

    Easy-to-use library for multi-armed bandit problems.

    Jupyter Notebook

  2. Quant_Risk_Models Quant_Risk_Models Public

    Parts of code from my MSc. dissertation project. Uses yahoo API to load past stock data for training and backtesting various traditional and experimental models for VaR calculation. Written in R & …

    R 2 1

  3. MC-based-power-evaluation MC-based-power-evaluation Public

    Evaluating the statistical power and size of a parametric and non-parametric statistical test using Monte-Carlo techniques.

    R

  4. ML-car-price-predictions ML-car-price-predictions Public

    Predictive model for car prices using ML methods. Code is written in Python.

    Jupyter Notebook

  5. Monte-Carlo-simulation-study Monte-Carlo-simulation-study Public

    solving two probability-based mathematical problems using empirical simulation methods

    TeX 1