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Pinned repositories
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This repository is for the projects produced in the DEDA class given at University of St. Gallen in 2018.
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BLEM
Forked from mkostmann/BLEMQuantlets for Master Thesis of Michael Kostmann
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Updated
Nov 8, 2018 -
Time Varying Penalizations in High Dimensions
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UCC
Forked from 120BPM/UCCUnderstanding Cryptocurrencies
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Quantnet: MVA quantlets
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RINFIN
Forked from 120BPM/RINFINYannis G. Yatracos
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Code accompanying the Anatolyev, S. and Barunik, J. (2018): Forecasting dynamic return distributions based on ordered binary choice and cross-quantile predictability connection, manuscript
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This repository is for DEDA class in 2017.
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DEDA_SVM
Forked from KeilbarG/DEDA_SVMCode for DEDA Unit 7: Support Vector Machines (SVM)
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Final Thesis of Ivan Perez! R code used in the Master Thesis "Graphical User Interface for pricing Cryptocurrency Options under the SVCJ model"
R UpdatedOct 18, 2018 -
Codes contributed by students in the SFE class WiSe 2017/2018
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NNQR
Forked from KeilbarG/NNQRMaster Thesis "Modelling Systemic Risk using Neural Network Quantile Regression"
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VWAP_Germany
Forked from coba-simulation/VWAP_GermanyRepository 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.
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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.
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R Updated
Oct 15, 2018 -
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Python Updated
Oct 15, 2018 -
Ensemble of XGB models with artificial features creation
Python UpdatedOct 15, 2018 -
R Updated
Oct 15, 2018 -
CRIX---TERES-EVT
Forked from Ver2307/CRIX---TERES-EVTOrthogonal Task (Master Thesis) in cooperation with Simon Trimborn
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Python Updated
Oct 15, 2018 -
Matlab Updated
Oct 15, 2018 -
Python Updated
Oct 15, 2018 -
PAM
Forked from zbonakle/PAMPenalized Adaptive Method
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Codes for replicating results in the research paper "Risk-based versus target-based portfolio strategies in the cryptocurrency market"
Matlab UpdatedOct 4, 2018 -
mvcaviar
Forked from klochkov123/mvcaviarMultivariate CAViaR with time varying parameter
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CrixToDate
Forked from 120BPM/CrixToDateCRIX plots
