A framework for financial systemic risk valuation and analysis.
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Updated
Jan 5, 2023 - MATLAB
A framework for financial systemic risk valuation and analysis.
A framework for historical volatility estimation and analysis.
Open souce quantitative finance models and algorithms with tutorials
🎓 Tidy regression tools for academics
A framework for estimating Basel IV capital requirements.
🎓 Tidy multilevel modeling tools for academics
A framework for detecting misreported returns in hedge funds.
🎓 Tidy SEM tools for academics
Course Website Repo for JOURN 8006: Quantitative Research Methods in Journalism
An Excel integration of OpenGamma Strata.
An R package to accompany the new book 'Using R for Modelling and Quantitative Methods in Fisheries'
R package for quantitative ethnobotany
Textbook on Quantitative Methods and Statistics (English version, EN), available at https://hugoquene.github.io/QMS-EN/
This GitHub repo is full of ressources for data science and applied finance. It's packed with tools and insights on portfolio management, numerical finance methods, econometrics, and forecasting. Perfect for anyone keen to sharpen their finance skills with data science.
A .NET implementation of Initial Margin models.
Aggregate data and sample code for the paper: Novelty and Cultural Evolution in Modern Popular Music
Return On Invested Capital - This repository contains files that demonstrate Quantitative systematic investment strategy using Return On Invested Capital as a single factor strategy.
🎓 Tidy correlation tools for academics
A short and sweet library handling uncertainty in calculations. Can use both standard, probabilistic uncertainties and maximal uncertainties for arbitrary functions over arbitrary variables.
tekstboek Kwantitatieve Methoden en Statistiek (Nederlandstalige versie, NL), beschikbaar via https://hugoquene.github.io/KMS-NL/
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