Beast code in Giters

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".

Language:Python8 10

optionm

This project quantifies the changes in realised and implied volatility over time and investigates profitability of options in top 100 US stocks.

Language:Python7 10

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".

Language:MATLAB4 1 1

relogit

A simple Python implementation for Rare Event Logit model of King and Zeng (2001)

Language:PythonMIT2 10

dfdr

This repository includes the scripts to replicate results of my paper entitled "Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices".

Language:MATLAB1 10

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".

Language:MATLAB1 10

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

Language:PythonNOASSERTION1 1 1

hkalager

Config files for my GitHub profile.

010

misc

Miscellaneous codes: comparing identical scripts in Python against Matlab and R; and also a pet project on term structure optimisation

Language:R010

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

Language:MATLAB010