Discover @hkalager Open Source projects

Arman Hassanniakalager (@hkalager)

hkalager

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Registered over 3 years ago
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Python
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MATLAB
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Location 🇬🇧 United Kingdom
Country Total Rank 27,376
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MATLAB
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Python
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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)

knockoff_index

This repository contains a small project where I study feasibility of using knockoff filters in portfolio management. More details are included in the Wiki page

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".