Olaf's repositories
text-cls-llms
Paper: Fine-Tuned 'Small' LLMs (Still) Significantly Outperform Zero-Shot Generative AI Models in Text Classification
NumericsOfML
Notes for the Numerics of Machine Learning Lecture Course at the University of Tübingen
ZCB-yield-curve-modeling--Finding-Relative-Value-Trades
Deutsche Bank: Finding Relative Value Trades
dier-replication
Replication files for the paper Directional Information In Equity Returns.
TRACE-corporate-bond-processing
Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.
data-science-notebooks
Jupyter notebooks, accompanying the FinDS Python repo: contains code examples and results for 30+ financial data science projects
fomc-hawkish-dovish
Codebase for FOMC-NLP, accepted at ACL 2023 (main)
machine-learning-asset-management
Machine Learning in Asset Management (by @firmai)
Machine-Learning-for-Asset-Managers
Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.
t81_558_deep_learning
Washington University (in St. Louis) Course T81-558: Applications of Deep Neural Networks
Coursera-Deep-Learning
My notes / works on deep learning from Coursera
Applied_Economic_Forecasting
Applied Economic Forecasting Using Time Series Methods Book by Eric Ghysels and Massimiliano
yield-curve-forecasting
This repository provides the implementation of a handful of forecasting methods in yield curve modelling.
EFRMinPython
Elements of Financial Risk Management in Python
HAR-RV
A python-based implementation of the HAR model to forecast realized volatility on SPY.
enhanced-subject-verb-object-extraction
Enhanced Subject Word Object Extraction
VMLS-Companions
These are companion notebooks written in Julia and Python for: "Introduction to Applied Linear Algebra" by Boyd and Vandenberghe.
CrossSection
Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"
stanford-cs229
🤖 Exercise answers to the problem sets from the 2017 machine learning course cs229 by Andrew Ng at Stanford
Nowak-Price-Smith-JREFE-2019
Creating real estate dictionaries using methods in Nowak, Price, Smith "Real estate dictionaries across space and time", Journal of Real Estate Finance and Economics, 2019
codility
Solutions to exercises and tests at http://codility.com/
QuantitativePrimer
An Interview Primer for Quantitative Finance
Nowcasting
Nowcasting