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ML_AccountingFraud
This repository includes the scripts to replicate the results of my WORKING paper entitled "A Machine Learning Approach to Detect Accounting Frauds".optionm
This project quantifies the changes in realised and implied volatility over time and investigates profitability of options in top 100 US stocks.FDR_buckets
This repository includes the scripts to replicate the results of my paper entitled "A False Discovery Rate Approach to Optimal Volatility Forecasting Model Selection".relogit
A simple Python implementation for Rare Event Logit model of King and Zeng (2001)dfdr
This repository includes the scripts to replicate results of my paper entitled "Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices".FX_MHT_DMA
This repository includes the scripts to replicate the results of my paper entitled "Trading the foreign exchange market with technical analysis and Bayesian Statistics".Love Open Source and this site? Check out how you can help us