Pinned

1. Estimating-term-structure-of-interest-rate-with-Kalman-Filter Estimating-term-structure-of-interest-rate-with-Kalman-Filter Public

   Repository for simulation and estimation of CIR one factor model parameters

   R 10 6

2. Fitting-a-Gaussian-mixture-model-using-Expectation-Maximization-Algorithm Fitting-a-Gaussian-mixture-model-using-Expectation-Maximization-Algorithm Public

   on a multivariate dataset

   R 2 1

3. Machine-Learning_Andrew-NG Machine-Learning_Andrew-NG Public

   Solution to ML (Coursera) course https://www.coursera.org/learn/machine-learning

   MATLAB

4. Option-Valuation-with-Fourier-based-approach Option-Valuation-with-Fourier-based-approach Public

   Jupyter Notebook 1

5. European-Option-Valuation-with-Heston-stochastic-volatility-with-Monte-Carlo European-Option-Valuation-with-Heston-stochastic-volatility-with-Monte-Carlo Public

   Adapted from Derivatives Analytics by Dr. Yves J. Hilpisch

   Python 6 4

6. Seasonal-Filters Seasonal-Filters Public

   Creating a S(3,3) & Henderson filter to deseasonalize country GDP data

   MATLAB