A framework for financial systemic risk valuation and analysis.
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Updated
Jan 5, 2023 - MATLAB
A framework for financial systemic risk valuation and analysis.
A framework for historical volatility estimation and analysis.
A framework for detecting misreported returns in hedge funds.
MFM community development code
Replication material for the paper "Dynamic Conditional Eigenvalue GARCH" by Hetland, Pedersen and Rahbek (2021)
Dissertation - Individual (305AAE/306AAE) Project
MATLAB interfaces for IG's Trading and Streaming APIs, enabling automated trading, market data access, and real-time financial data streaming
MSc. Thesis docuemnt and code.
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