Marcos Costa Santos Carreira's repositories
DermanPapers
Notebooks that replicate original quantitative finance papers from Emanuel Derman
StatisticalConsequencesOfFatTails
Python / R / Mathematica / ___ code and commentaries based on Nassim Taleb's "Statistical Consequences of Fat Tails" - Feel free to contribute
LimitOrderBooks
Basic Limit Order Book functions
Hawkes-With-Latency
Hawkes with Latency
BrazilianDerivatives
Updates, charts, code, data, typos for the book 'Brazilian Derivatives and Securities"
ICMCMasters
Papers and Code for the Masters course “Métodos matemáticos aplicados a derivativos e ao mercado brasileiro”
CoreSignatures
Core Signatures and Inversions
SquareTriangular
Code on numbers that are simultaneously Triangular and Square
AnExactSolution
Simulation code for "An exact solution for choosing the largest measurement from a sample drawn from an uniform distribution"
CutTheKnotMath
Explorations and Solutions inspired by @CutTheKnotMath
DeepLearning
Notebooks used for Udacity's Deep Learning course
Lucretius
Code and files for "Update to The Hidden Moments of a Probability Distribution"
RedirectionNetworks
Analysis of Redirection Networks
tensorflow
Computation using data flow graphs for scalable machine learning
tick
Module for statistical learning, with a particular emphasis on time-dependent modelling
UZ_Model
Implementation of the Uncertainty Zones Model of Robert and Rosenbaum