alexagedah

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.

Language:Python5 10

MachineLearningBitcoin

A linear regression model to forecast Bitcoin returns using on-chain data as the features.

Language:Python2 10

astro-ml

Astrophysical Machine Learning is a library that applies machine learning techniques to accretion discs.

Language:PythonNOASSERTION020

CAPM

Applying the Capital Asset Pricing Model to cryptocurrencies

010

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

Language:PythonMIT010

KaggleSpaceshipTitanic

My Submission to the Spaceship Titanic Competition

Language:Jupyter Notebook010

option-pricing

Pricing American and European option using an object-oriented approach

Language:PythonNOASSERTION010

ProjectEuler

Solutions to Project Euler problems in C++.

Language:C++010

TicTacToeAI

Using the minimax algorithm to create a tic-tac-toe AI.

Language:Python010