DCO's repositories
fgv-empirical-asset-pricing
This repository will be used to organize all the codes and notes written on the Empirical asset pricing course given at the school of economics at FGV-SP on 2020 by prof. Marcelo Fernandes.
lstm-crossasset-momentum
Project that wishes to extend the work of Lim, Zohren and Roberts 2019 to account for cross-asset variation in time series momentum using LSTM networks.
QuantFinDrafts
Mostly experiments of quantitative finance concepts that i wish to get a deeper knowledge of the underlying theory
fgv-financial-econometrics
This repository will be used to organize all the codes and notes written on the Financial econometrics course given at the school of economics at FGV-SP on 2020 by prof. Pedro Valls.
fgv-forecasting
This repository will be used to organize all the codes written on the Forecasting course given at the school of economics at FGV-SP on 2020 by prof. Pedro Valls.
avici
Amortized Inference for Causal Structure Learning, NeurIPS 2022
fgv-bayesian-econometrics
This repository will be used to organize all the codes and notes written on the Bayesian econometrics course given at the school of economics at FGV-SP on 2020 by prof. Ricardo Masini.
GraphicalModelsAssetMgmt
Graphical Neural Network Models for Asset Management
GraphSAGE
PyTorch implementation of GraphSAGE.
vrnn
Pytorch implementation of the Variational Recurrent Neural Network (VRNN).