Faye Shen's repositories
SystemicRisk
A framework for systemic risk valuation and analysis.
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lessons
📚 Learn ML with clean code, simplified math and illustrative visuals. As you learn, work on interesting projects and share them on https://madewithml.com for the community to discover and learn from!
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BHT-ARIMA
Code for paper: Block Hankel Tensor ARIMA for Multiple Short Time Series Forecasting (AAAI-20)
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OptSK
This package is to create the option implied moments and realized skewness
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