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market_networks_study
market_networks_study PublicStudy on interlinks between international stock markets
Jupyter Notebook
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volatility_prediction_study
volatility_prediction_study PublicTesting a hybrid VAR+ML model for predicting stock market volatility
Jupyter Notebook 1
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recession_study
recession_study PublicPredicting economic recession in developed and developing countries using regime-switching model
Jupyter Notebook
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nn_from_scratch
nn_from_scratch PublicA short library implementing basic neural net with forward and backward propagation
Jupyter Notebook
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market_linkages_mgarch-bekk
market_linkages_mgarch-bekk PublicStudy on volatility transmission and protuberance among developed and developing stock markets using multivariate GARCH
Jupyter Notebook 6
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