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Pinned

  1. object-tracking object-tracking Public

    Object trackers using Kalman filter and particle filter with MATLAB

    MATLAB 9 1

  2. CAPM-credit CAPM-credit Public

    Mean-variance optimization on a bond portfolio

    R 1

  3. image-segmentation image-segmentation Public

    Image segmentation using Markov chain with MATLAB

    MATLAB 4 1

  4. option-basket-pricing option-basket-pricing Public

    Price a basket option using a Monte Carlo estimator or the antithetic method

    C++ 3 2

  5. taylor-rule taylor-rule Public

    Analysis of the Taylor rule's efficiency from 1988 to 2015 in the US

    R 3

  6. greeks-automatic-differentiation greeks-automatic-differentiation Public

    Computation of greeks on an option basket with automatic differentiation

    C++ 3