Repositories list

• SFM2-SS16-ToDo

  Public
  For the student projects of SFM2 course, SS16

  R

  •8•0•0•0•Updated Dec 10, 2016Dec 10, 2016

• electricitypriceforecasting

  Public
  MATLAB

  •8•1•0•0•Updated Dec 10, 2016Dec 10, 2016

• topic-models

  Public
  Contains applications and visualizations used in my Bachelor Thesis "Probabilisitc Topic Models in Natural Language Processing"

  Python

  •3•0•0•0•Updated Dec 10, 2016Dec 10, 2016

• NIC_class_2015

  Public
  Numerical Introductory Course WS15/16 - Sample of codes provided by students

  R

  •6•0•0•0•Updated Dec 9, 2016Dec 9, 2016

• FPCA

  Public
  MATLAB

  •10•0•0•0•Updated Dec 9, 2016Dec 9, 2016

• MHE

  Public
  Performance Analysis and Comparison of Metaheuristics for Generating Ensembles of Classifiers

  MATLAB

  •4•0•0•0•Updated Dec 9, 2016Dec 9, 2016

• MSE

  Public
  Quantnet: MSE quantlets

  R

  •3•0•0•0•Updated Dec 9, 2016Dec 9, 2016

• CCS

  Public
  The Cross-Section of Crypto-Currencies as Financial Asset

  R

  •

  GNU General Public License v3.0

  •3•1•0•0•Updated Dec 9, 2016Dec 9, 2016

• TimeVaryingPenalization

  Public
  Time Varying Penalizations in High Dimensions

  R

  •10•0•0•0•Updated Dec 9, 2016Dec 9, 2016

• TXT

  Public
  Quantlets of textmining projects

  Python

  •18•0•0•0•Updated Dec 9, 2016Dec 9, 2016

• Face-Recognition

  Public
  R

  •4•0•0•0•Updated Dec 9, 2016Dec 9, 2016

• VFAR

  Public
  MATLAB

  •7•0•0•0•Updated Dec 9, 2016Dec 9, 2016

• BCS

  Public
  R

  •9•0•0•0•Updated Dec 9, 2016Dec 9, 2016

• SFE_class_2015

  Public
  Code contributed by students in the SFE class WS 2015/2016

  R

  •18•0•0•0•Updated Dec 9, 2016Dec 9, 2016

• MMSTAT

  Public
  Quantlets of the project "Introduction to Statistics using interactive MM*Stat elements"

  R

  •4•0•0•0•Updated Dec 9, 2016Dec 9, 2016

• TENET

  Public
  TENET: Tail-Event driven NETwork Risk

  R

  •29•0•0•0•Updated Dec 9, 2016Dec 9, 2016

• ARR

  Public
  Academic Rankings Research

  R

  •5•0•0•0•Updated Dec 9, 2016Dec 9, 2016

• MuPoMo

  Public
  R

  •5•0•0•0•Updated Dec 9, 2016Dec 9, 2016

• CRIX

  Public
  Quantlets for CRIX

  R

  •15•0•0•0•Updated Dec 9, 2016Dec 9, 2016

• MSM

  Public
  for teaching

  R

  •11•0•0•0•Updated Dec 9, 2016Dec 9, 2016

• lCARE-BTU-HUB

  Public
  MATLAB

  •10•0•0•0•Updated Dec 9, 2016Dec 9, 2016

• MTS

  Public
  Modeling of Term Structure for Inflation Estimation

  R

  •11•0•0•0•Updated Dec 9, 2016Dec 9, 2016

• COP-Estimation-Misspec

  Public
  R code used in the master thesis "Estimation of the Dependence Parameter in Bivariate Archimedean Copula Models Under Misspecification"

  R

  •8•0•0•0•Updated Dec 9, 2016Dec 9, 2016

• LETF-Moneyness

  Public
  R

  •4•0•0•0•Updated Dec 9, 2016Dec 9, 2016

• Time-varying-HAC

  Public
  R Code used in the master thesis "Time-varying Hierarchical Archimedean Copulas Using Adaptively Simulated Critical Values".

  R

  •7•0•0•0•Updated Dec 9, 2016Dec 9, 2016

• SPA

  Public
  Stochastic Population Analysis: A Functional Data Approach

  R

  •4•0•0•0•Updated Dec 9, 2016Dec 9, 2016

• pricing_kernels_and_implied_volatility

  Public
  R

  •4•1•0•0•Updated Dec 8, 2016Dec 8, 2016

• XFG

  Public
  Quantnet: XFG quantlets

  R

  •6•0•0•0•Updated Nov 30, 2016Nov 30, 2016

• XFG3

  Public
  Q for Applied Quantitative Finance (3rd edition)

  R

  •17•0•0•0•Updated Nov 30, 2016Nov 30, 2016

• SMS

  Public
  SMS2 quantlets, clean and validated

  R

  •5•0•0•0•Updated Nov 30, 2016Nov 30, 2016