Arman Hassanniakalager's repositories
ML_AccountingFraud
This repository includes the scripts to replicate the results of my WORKING paper entitled "A Machine Learning Approach to Detect Accounting Frauds".
FDR_buckets
This repository includes the scripts to replicate the results of my paper entitled "A False Discovery Rate Approach to Optimal Volatility Forecasting Model Selection".
knockoff_index
This repository contains a small project where I study feasibility of using knockoff filters in portfolio management. More details are included in the Wiki page
FX_MHT_DMA
This repository includes the scripts to replicate the results of my paper entitled "Trading the foreign exchange market with technical analysis and Bayesian Statistics".
ML_Gambling
This repository includes the scripts to replicate the results of my paper entitled "A machine learning perspective on responsible gambling". Access the paper here https://doi.org/10.1017/bpp.2019.9