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1. credit-risk-classification credit-risk-classification Public

   Machine learning playground for credit risk classification

   Jupyter Notebook 8 4

2. option_implied_betas option_implied_betas Public

   Implements calculation of option implied correlations following Buss, A. and Vilkov, G., 2012. Measuring equity risk with option-implied correlations. The Review of Financial Studies, 25(10), pp.31…

   Python 5 1

3. movie-recommendation-lab movie-recommendation-lab Public

   UMass STAT535 Project - Prototype hybrid recommender system

   Jupyter Notebook 3

4. stylized-facts-of-forecast-errors stylized-facts-of-forecast-errors Public

   Code basis of my Bachelor Thesis "Stylized Facts of Macroeconomic and Wind Power Forecast Errors".

   MATLAB 1 1

5. robust-linear-forecasting robust-linear-forecasting Public

   Python implementation of robust linear forecasting, Johnson (2018): Least squares weighted by ex-ante returns

   Jupyter Notebook 1

6. non-parametric-density-estimation non-parametric-density-estimation Public

   Compare asymptotic MISE behaviour for kernel and logspline density estimators as n → ∞ in a Monte Carlo experiment.

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