Carlos Trucios Maza's repositories
HierPortfolios
Portfolio Allocation through Hierarchical Clustering-Based Strategies
GDFM-CHF-VaRES
Codes used in Hallin and Trucíos (2021).
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ACA124
Material de apoio para a matéria Métodos Quantitativos em Administração (ACA124) FACC/UFRJ
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academic-website-template
Jekyll website template for personal academic or research group web pages.
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bayesian-stats-with-R
Material for a workshop on Bayesian stats with R
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BrazilianHRP
Portfolio Allocation Strategies Performance. BDAQ UFRJ Project
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Computational-Finance-Course
Here you will find materials for the course of Computational Finance
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DimensionReduction
Short course on dimension reduction for AMSI
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ESTE_2023
Materials for the mini-course on Interpretable Machine Learning
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MVA
Quantnet: MVA quantlets
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PortfolioSorts_NSE
Code for "Non-Standard Errors in Portfolio Sorts".
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pydata-book
Materials and IPython notebooks for "Python for Data Analysis" by Wes McKinney, published by O'Reilly Media
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