skiamu

ComputationalFinance

functions and scripts for the course Computational Finance a.c. 2016/2017

Thesis

A Stochastic Reachability Approach to Asset Allocation

fourierin

This is a package to numerically calculate Fourier integrals.

backtester2

case-study

EOSL

Replication figures in Elements of Statistical Learning by Hastie et al

ETF

GCPM

:exclamation: This is a read-only mirror of the CRAN R package repository. GCPM — Generalized Credit Portfolio Model

gitignore

A collection of useful .gitignore templates

ingfin

corso ingegneria finanziaria

NMF

NMF: A Flexible R package for Nonnegative Matrix Factorization

nsprcomp

An R package for non-negative and sparse PCA

openxlsx

R package for .xlsx file reading and writing.

pyETF

download ETF data from provides

qrm

qrm

RM_project

rstats

Material & code for a course in statistical analysis with R

StatApp_exam_functions

R function to be used (hopefully) during the exam

StatApp_test

temporary repo, just for getting used to git

The-Elements-of-Statistical-Learning-Python-Notebooks

A series of Python Jupyter notebooks that help you better understand "The Elements of Statistical Learning" book

zipline

Zipline, a Pythonic Algorithmic Trading Library