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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
Time Varying Penalizations in High Dimensions
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
Quantlets to update for SFE
Quantlets with problems
Quantlets to update for MVA
Codes provided by students of the course "Statistical programming languages"