Pavel Paramonov (@multidis)
github

multidis

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  • Stars
    star
    11
  • Global Rank 920,445 (Top 32 %)
  • Followers 20
  • Registered about 11 years ago
  • Most used languages
    Julia
         50.0 %
    Jupyter Notebook
         50.0 %
  • Location 🇺🇸 United States
  • Country Total Rank 151,664
  • Country Ranking
    Julia
         1,184

Top repositories

1

rough_volatility

We implement the models and neural networks for the paper "Historical analysis of rough volatility models to the SPX market".
Jupyter Notebook
2
star
2

QuantProfiling.jl

Profiling JuliaQuant building blocks.
Julia
1
star