Discover @max-fitzpatrick Open Source projects

Max Fitzpatrick (@max-fitzpatrick)

max-fitzpatrick

Stars
121
Global Rank 180,950 (Top 7 %)
Followers 13
Registered over 7 years ago
Most used languages

Jupyter Notebook
66.7 %

Python
16.7 %

Stata 16.7 %
Location 🇫🇷 France
Country Total Rank 4,823
Country Ranking

Stata 10

Jupyter Notebook
130

Python
2,248

Credit-scoring-model

Credit scoring machine learning algorithm which predicts probability of default

Jupyter Notebook

bond_pricer

Python class and jupyter iPython notebook for pricing a fixed coupon bond

Jupyter Notebook

Machine_learning_trading_algorithm

Master's degree project: Development of a trading algorithm which uses supervised machine learning classification techniques to generate buy/sell signals

LOI_OKUN_PROJET

Master's degree project analysing and verifying Okun's law

Kaggle-Titanic-dataset-machine-learning

Applying machine learning to Kaggle's Titanic survival dataset

Jupyter Notebook

Historical_VaR_iPython_notebook

iPython notebook which allows the calculation of historical VaR for a variable range of user defined US equities. The lookback period is manually user defined.

Jupyter Notebook

Black_SCHOLES_MERTON_OPTION_PRICER

Excel spreadsheet and associated VBA code for calculating European option prices, their greeks, and a range of graphs.