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
bayesian-econometrics
Wirtschaftsuniversität Wien Quantitative Finance homework for the Advanced techniques in econometrics course, 2017. It was taught by Gregor Kastner.
covid-test-computations
Apply Bayes rule to the sensitivity and specificity of COVID antigen and pooled PCR tests
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
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.
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