Sharing my experience with you across web-service, deep learning and financial projects.
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Updated
Jan 6, 2019 - HTML
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financial-engineering
Here are 6 public repositories matching this topic...
An asset-pricing model using historical prices. Volatility of the asset is modeled as the random variable that changes over time and each iteration. For modelling the future price behavior, Monte Carlo simulations were performed.
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Sep 16, 2020 - HTML
❄️ All about my interest Papers and Review :)
nlp
reinforcement-learning
deep-learning
mathematics
transformers
vision
generative-model
deepmind
attention-mechanism
natural-language-understanding
financial-engineering
conversational-ai
meta-learning
schmidhuber
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Feb 2, 2021 - HTML
Undergraduate thesis, Seoul National University Dept. of Economics — "Modeling Volatility and Risk Spillover Between the Financial Markets of US and China Using GARCH Value-at-Risk Forecasting and Granger Causality."
data-science
numpy
jupyter-notebook
pandas
python3
seaborn
regression-models
research-paper
statsmodels
value-at-risk
time-series-analysis
pyplot
financial-engineering
risk-modelling
granger-causality
arima-forecasting
volatility-modeling
garch-model
data-vizualization
scipy-stats
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Aug 24, 2023 - HTML
Matlab live scripts for the book "Physics and Finance" published by Springer in 2021
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Nov 13, 2023 - HTML
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