Darjus Hosszejni's repositories
master-thesis-ELTE
Verifiable delay function as part of a master thesis
SV-comparison
Comparison of different implementations of the same stochastic volatility model (stochvol, JAGS, Stan)
exams.mylearn
R framework for question generation in the MyLearn XML format
WU-MyLearn-Download
Download all assignments/checkboxes etc that belong to parallel courses programatically
master-thesis-WU
Code for my master thesis at WU Quantitative Finance, 2017.
student-t-asis-paper
Code for reproducing the results in arXiv:2109.01726
covid-test-computations
Apply Bayes rule to the sensitivity and specificity of COVID antigen and pooled PCR tests
sparvaride
Variance Identification for Sparse Factor Analyses
algorithms
Quick implementation of some algorithms
bayesian-econ-presentation
Presentation for the PhD course in Bayesian Econometrics held by Prof. Sylvia Frühwirth-Schnatter in 2017/18.
bayesian-econometrics
Wirtschaftsuniversität Wien Quantitative Finance homework for the Advanced techniques in econometrics course, 2017. It was taught by Gregor Kastner.
BGVAR
Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.
ImageProcessing
Homeworks for ELTE Digital picture analysis course
sparvaride-matlab
Matlab Implementation of Algorithms for Sparse Factor Analyses