@QuantLet

LvB

QuantNet Tokens for science

Pinned repositories

  1. Styleguide-and-FAQ

    Includes the Styleguide and Frequently Asked Questions (FAQ)

    2 38

  2. D3Genesis

    Forked from d3VA/D3Genesis

    Development of the main D3 components for the QuantNet visualization

    HTML

  3. Git2Q3-Collaboration

    Forked from b2q/Git2Q3-Collaboration

    Collaborative development of Quantlets

  4. MVA-Plotly

    Forked from d3VA/MVA-Plotly

    new MVA quantlets based on Plotly / D3 technology

    R 1 1

  5. CRIX

    Quantlets for CRIX

    R 11 12

  • Code for DEDA Unit 7: Support Vector Machines (SVM)

    Python 1 Updated Oct 19, 2018
  • Final Thesis of Ivan Perez! R code used in the Master Thesis "Graphical User Interface for pricing Cryptocurrency Options under the SVCJ model"

    R Updated Oct 18, 2018
  • Codes contributed by students in the SFE class WiSe 2017/2018

    Python 10 Updated Oct 18, 2018
  • NNQR

    Forked from KeilbarG/NNQR

    Master Thesis "Modelling Systemic Risk using Neural Network Quantile Regression"

    R 1 Updated Oct 17, 2018
  • 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.

    R 1 Updated Oct 15, 2018
  • UCC

    Forked from 120BPM/UCC

    Understanding Cryptocurrencies

    R 1 Updated Oct 15, 2018
  • Matlab 1 Updated Oct 15, 2018
  • 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.

    R 1 Updated Oct 15, 2018
  • R Updated Oct 15, 2018
  • R 1 Updated Oct 15, 2018
  • Python Updated Oct 15, 2018
  • Ensemble of XGB models with artificial features creation

    Python Updated Oct 15, 2018
  • R Updated Oct 15, 2018
  • Orthogonal Task (Master Thesis) in cooperation with Simon Trimborn

    R 1 Updated Oct 15, 2018
  • Python Updated Oct 15, 2018
  • Matlab Updated Oct 15, 2018
  • Python Updated Oct 15, 2018
  • Time Varying Penalizations in High Dimensions

    R 6 Updated Oct 11, 2018
  • PAM

    Forked from zbonakle/PAM

    Penalized Adaptive Method

    R 2 Updated Oct 8, 2018
  • Jupyter Notebook 2 14 Updated Oct 5, 2018
  • Codes for replicating results in the research paper "Risk-based versus target-based portfolio strategies in the cryptocurrency market"

    Matlab Updated Oct 4, 2018
  • Multivariate CAViaR with time varying parameter

    Python 1 Updated Oct 4, 2018
  • CRIX plots

    R 1 2 Updated Oct 2, 2018
  • Python Updated Sep 18, 2018
  • Quantlets to update for SFE

    Matlab 14 Updated Sep 6, 2018
  • Quantlets with problems

    R Updated Sep 6, 2018
  • Quantlets to update for MVA

    Matlab 1 6 Updated Sep 6, 2018
  • Codes provided by students of the course "Statistical programming languages"

    R 1 10 Updated Sep 4, 2018
  • Matlab 2 Updated Sep 4, 2018
  • R 1 2 Updated Sep 4, 2018