Researcher in the fields of applied Machine Learning and Mathematics
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Topological-Tail-Dependence-Evidence-from-Forecasting-Realized-Volatility
Topological-Tail-Dependence-Evidence-from-Forecasting-Realized-Volatility PublicThis is the GitHub Repository for the research Topological Tail Dependence: Evidence from Forecasting Realized Volatility
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Yang-Zhang-s-Realized-Volatility-Automated-Estimation-in-Python
Yang-Zhang-s-Realized-Volatility-Automated-Estimation-in-Python PublicThis software automatizes the estimation of Yang & Zhang's RV proxy for financial securities
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TimesNet-for-Stock-Realized-Volatility-Prediction
TimesNet-for-Stock-Realized-Volatility-Prediction PublicThis is the GitHub Repository for the paper "Charting New Avenues in Financial Forecasting with TimesNet: The Impact of Intraperiod and Interperiod Variations on Realized Volatility Prediction"
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Introducing-NBEATSx-to-Realized-Volatility-Forecasting
Introducing-NBEATSx-to-Realized-Volatility-Forecasting PublicData and Calculations used for the research Introducing NBEATSx to Realized Volatility Forecasting
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Wasserstein-Distance-Loss-Function-for-Realized-Volatility-Forecasting
Wasserstein-Distance-Loss-Function-for-Realized-Volatility-Forecasting PublicJupyter Notebook 6
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Evaluating-the-Efficacy-of-NHITS-for-Forecasting-Stock-Realized-Volatility
Evaluating-the-Efficacy-of-NHITS-for-Forecasting-Stock-Realized-Volatility PublicJupyter Notebook 6
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