Create your own GitHub profile
Sign up for your own profile on GitHub, the best place to host code, manage projects, and build software alongside 28 million developers.Sign up
- Sign in to view email
This entry contains two topics The first item is entirely based on the following paper: http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2011-056.pdf It contains 2 MATLAB demonstrating script : D…
We optimize our portoflio using constrained 130/30 efficient frontier. The definition and backtesting of the strategy is done through a GUI and outputs a dynamic report to highlight the strategy (p…
We use here a linearized DSGE (dynamic stochastic general equilibrium) to model the United States economic macro-economy. We make forecast and backtest our model over 50 years.