Yannick Kälber's repositories
Financial-Market-Regime-Classification
Value or Momentum? Comparing Random Forests, Support Vector Machines, and Multi-layer Perceptrons for Financial Time Series Prediction & Tactical Asset Allocation
Statistical-Learning-based-Portfolio-Optimization
This R Shiny App utilizes the Hierarchical Equal Risk Contribution (HERC) approach, a modern portfolio optimization method developed by Raffinot (2018).
Multivariate-Forecasting-VAR-vs.-LSTM
VAR vs. LSTM: Multivariate Forecasting of Factor Returns
Monthly-Savings-Calculator
This Shiny R app is a monthly savings calculator that allows users to calculate the monthly savings rate needed to reach a desired final amount, based on different possible return distributions and risk profiles.
Efficient-Tests-of-Stock-Return-Predictability
This R code implements the Bonferroni Q test from Yogo and Campbell's (2006) paper "Efficient Tests of Stock Return Predictability."
Fund-Replication
This repository provides a notebook for checking whether a fund or other security can be replicated by others.
DIY-ETF-Investing
This repository contains an Excel Spreadsheet to maintain & rebalance an ETF Portfolio.
Ensembling-in-semantic-Image-Segmentation
This repository contains our work on ensembling in semantic image segmentation as part of the Google Research Kaggle competition "Identify Contrails to Reduce Global Warming".
Machine-Learning-for-Sales-Forecasting
This code implements a simple neural network to predict the sales of a bakery in Kiel.