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Includes the Styleguide and Frequently Asked Questions (FAQ)
Forked from d3VA/D3Genesis
Development of the main D3 components for the QuantNet visualization
Forked from b2q/Git2Q3-Collaboration
Collaborative development of Quantlets
Forked from d3VA/MVA-Plotly
new MVA quantlets based on Plotly / D3 technology
Quantlets for CRIX
This repository is for the projects produced in the DEDA class given at University of St. Gallen in 2018.
Quantlets for Master Thesis of Michael Kostmann
Time Varying Penalizations in High Dimensions
Quantnet: MVA quantlets
Yannis G. Yatracos
Code accompanying the Anatolyev, S. and Barunik, J. (2018): Forecasting dynamic return distributions based on ordered binary choice and cross-quantile predictability connection, manuscript
This repository is for DEDA class in 2017.
Code for DEDA Unit 7: Support Vector Machines (SVM)
Final Thesis of Ivan Perez! R code used in the Master Thesis "Graphical User Interface for pricing Cryptocurrency Options under the SVCJ model"
Codes contributed by students in the SFE class WiSe 2017/2018
Master Thesis "Modelling Systemic Risk using Neural Network Quantile Regression"
Repository with codes from my master thesis for the analysis of german vwap at EPEX Spot. Data within this folder are artificial and only for illustration reasons.
This repository contains supplementary material for the paper "Soul of the Community: An Attempt to Assess Attachment to a Community" to enable the reader to reproduce the analysis.
Ensemble of XGB models with artificial features creation
Orthogonal Task (Master Thesis) in cooperation with Simon Trimborn
Penalized Adaptive Method
Codes for replicating results in the research paper "Risk-based versus target-based portfolio strategies in the cryptocurrency market"
Multivariate CAViaR with time varying parameter