Discover QuantLet/Jump_tests Open Source project by LvB (@QuantLet)

TENET: Tail-Event driven NETwork Risk

TENET

MLvsGARCH

Quantlets of textmining projects

MVA

Quantnet: MVA quantlets

TXT

This repository is for DEDA class in 2017.

SFE

Quantnet: SFE quantlets

DEDA_Class_2017

A repository for portfolio allocation based on embedding data representation

EmbeddingPortfolio

GrangerCausalityTestInQuantile

hedging_cc

Generates synthetic data to apply simulations for causal inference

DataGenerationForCausalInference

SVCJ

SDA_2020_NCTU

STF

Quantnet: STF quantlets

BitcoinPricingKernels

This repository contains supplementary material for the talk GAN for Time Series

GANTimeSeries

DEDA_class_SoSe2023

Quantlet

BCS

FittingElephant

SVCJ_MC

SPM

Quantnet: SPM quantlets

SIFI

Q for Applied Quantitative Finance (3rd edition)

XFG3

LETF-Moneyness

DEDA_Class_SS2018

Codes for replicating results in the research paper "Risk-based versus target-based portfolio strategies in the cryptocurrency market"

CCP

This is the SDA DEDA Class in SYSU Guangzhou

DEDA_class2019_SYSU

SDA_2021_St_Gallen

This repository consists the codes that are used in the paper 'Blockchain mechanism and distributional characteristics of cryptos' published in 'Advances in Quantitative Analysis of Finance & Accounting (AQAFA)'

Blockchain_mechanism

Codes for the paper "Multivariate probabilistic forecasting of electricity prices with trading applications" ( I Agakishiev, WK Härdle, M Kopa, K Kozmik, and A Petukhina

MPF-Electricity

Final Thesis of Ivan Perez! R code used in the Master Thesis "Graphical User Interface for pricing Cryptocurrency Options under the SVCJ model"

SVCJOptionApp

OI_Crypto

Order Imbalances and Returns in Cryptocurrency Markets

SDA_2019_St_Gallen

HTML

TERES

TERES - Tail Event Risk Expectile based Shortfall

SVCJrw

SFE_class_2015

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

SPL_class_WS1617

DEDA-SoSe2021

Media News and Financial Market

MediaNews

XFG

Quantnet: XFG quantlets

BLEM

Quantlets for Master Thesis of Michael Kostmann

GeoCopula

Spatial-temporal copula model for spatial-clustered data

CRIX_Cointegration

PyIntro

Introduction to Python (Crash Course)

Ensemble of XGB models with artificial features creation

exgb

This is the application of TopDown, BottomUp and PrincipalExpectile algorithms to the Chinese weather data

SFS

Quantnet: SFS quantlets

PCA-in-an-Asymmetric-Norm

Cryptocurrencies-and-Stablecoins-a-high-frequency-analysis

Repository for Cryptocurrencies and Stablecoins - a high frequency analysis

Scala

MVA-ToDo

Quantlets to update for MVA

Includes the Styleguide and Frequently Asked Questions (FAQ)

Styleguide-and-FAQ

cryptocollect

Collect data from different crypto exchanges & deribit option data and write them into a MongoDB. Triggered via 'start_ws.sh' to make sure the scripts keep running

Experiments showing the profit efficiency of targeted randomized sampling in comparison to standard A/B testing

Supervised-Randomization

COP

CSC_Dapps

RCVJ_Forecasting

Smart Data Analytics Course OCT 2020 Giessen

SDA_2020_Giessen

Shapley_Smoothing

NAR

Metcalfe_Law_and_LPPL_Crypto

Multivariate CAViaR with time varying parameter

network_BTC_exchanges

mvcaviar

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

NIC_class_2015

Hedging-Cryptos-with-Bitcoin-Futures

HTML

CRIXdeeplearning

Deep learning methods for cryptocurrencies price predictions

TEDAS

TEDAS codes

This folder contains 10 quantlets for the master thesis "Searching for a unicorn: A ML approach towards predicting startup success"

NextUnicorn

SPL

Codes provided by students of the course "Statistical programming languages"

Quantinar-Staking-Simulation

DEDA_Class_2019SS

BitcoinOptions

Local_Quantile_Regression

Codes for Local Quantile Regression

TalesSentimentTails

Tales of Sentiment driven Tails

quantinar_nft

Issue NFTs on your Quantlets on www.quantinar.com

Volatility Index on the basis of CRIX (Master Thesis).

VCRIX

MSM

for teaching

DEDA_Class_2019WS

DEDA class 2019 winter semester

HTML

DEDA_class_WS21

This repository is for Digital Economy and Data Analytics class of WS 2021/22

MSE

Quantnet: MSE quantlets

SPL_class_SS17

RobustM

DEDA-PY-INTRO

Smart Derivative Contracts

SDC

DEDA_2022_NYCU

The course open in 2022 at NYCU (National Yang Ming Chiao Tung University), where students can upload their projects here