Lukas's repositories
ForecastingRealizedCovariance
Master Thesis: Forecasting Realized Covariance Matrices with LSTM and Echo State Networks, 2020
EchoStateNetworks
Implements Echo State Networks, a machine learning concept from reservoir computing
MiscMath
A collection of scripts related to quantitative Finance
PooledDerivatives
Pooled derivatives offer on a framework for on chain derivatives based on pools rather than counterparties. A hedging mechanism allows replicating the behavior of traditional derivatives on any available chain-link price feed.
Quantitative_Risk_Management_Assignment
Assignment for the class Quantitative Risk Management at the University of St. Gallen, 2018
Smart_Watch
A smart watch that displays the blocked time from your google calendar
Theory_of_Finance_Assignments
A collection of Jupyter Notebooks for the Assignments for the class "Theory of Finance" (Master in Quantitative Economics & Finance at the University of St. Gallen)