Alex Agedah's repositories
ForecastingVolatility
Comparing the performance of the GARCH(1,1) model and historical volatility, close-to-close volatility, Parkinson volatility, Garman-Klass volatility and Rogers-Satchell volatility in the rolling window method to forecast future volatility on the NASDAQ composite.
MachineLearningBitcoin
A linear regression model to forecast Bitcoin returns using on-chain data as the features.
implied-volatility-surface
Using polynomial regression (Dumas, Fleming and Whaley 1996) to estimate the implied deterministic volatility function of options on the Deribit crypto options and futures exchange
KaggleSpaceshipTitanic
My Submission to the Spaceship Titanic Competition
option-pricing
Pricing American and European option using an object-oriented approach
ProjectEuler
Solutions to Project Euler problems in C++.
TicTacToeAI
Using the minimax algorithm to create a tic-tac-toe AI.