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Codes for replicating results in the research paper "Risk-based versus target-based portfolio strategies in the cryptocurrency market"
Media News and Financial Market
Repeat Simulation and Empirical Results in "A Dynamic Network Perspective on the Latent Group Structure of Cryptocurrencies"
This repository is for DEDA class in 2017.
This is the application of TopDown, BottomUp and PrincipalExpectile algorithms to the Chinese weather data
Quantlets with problems
Codes provided by students of the course "Statistical programming languages"
Codes contributed by students in the SFE class WiSe 2017/2018
Quantlets to update for SFE
Reversible Jump Markov Chain Monte Carlo Sampler for Autoregressive Moving Average (ARMA) Models
Code for Markov Chain Regime Switching models including GARCH processes in the regimes
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.
Quantlets to update for MVA
Corresponding Quantlets to master thesis 'Face Value of Companies'
Hierarchical, multi-label topic modelling with LDA
Descriptive statistics of the Master Thesis : Predicting Poll trends with facial emotions
Quantlets for Project INET
Ensemble of XGB models with artificial features creation
Orthogonal Task (Master Thesis) in cooperation with Simon Trimborn
Unique and unsorted Q's
DSFM for expectiles as a part of project: Dynamics of Tail Event Curves