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  • Sony Music Entertainment
  • Helsinki

Achievements

Achievement: Pull Sharkx2

Achievements

Achievement: Pull Sharkx2

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  1. Copula-GARCH Copula-GARCH Public

    This is a portfolio risk visualization tool, based on a Copula-GARCH framework and a Shiny UI.

    R 4 1

  2. Bayesian-cointegration Bayesian-cointegration Public

    This repo contains scripts from my masters thesis "A Bayesian cointegration testing procedure with conditional prior odds"

    R 2