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HongShaopeng (hpompom)

hpompom

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HongShaopeng's repositories

financal-bubble

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GAS-ALD

Generalized Autoregressive Score asymmetric Laplace Distribution and Extreme Downward Risk Prediction

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copulaDAG

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DistributionalForecasts.jl

Code accompanying the Anatolyev, S. and Baruník, J., (2019). Forecasting dynamic return distributions based on ordered binary choice. International Journal of Forecasting, 35(3), pp.823-835

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GetMatrixD

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Multivariate-statistical-analysis

多元统计分析代码

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PyHawkes

Hawkes Point Processes in Python

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SystemicRisk

A framework for systemic risk valuation and analysis.

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