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1. Machine-Learning-for-Asset-Managers Machine-Learning-for-Asset-Managers Public

   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.

   Python 642 192

2. stochasticProcessStat220 stochasticProcessStat220 Public

   The course will consider Markov processes in discrete and continuous time. The theory is illustrated with examples from operation research, biology and economy.

   R 4

3. Time_Series_stat211 Time_Series_stat211 Public

   This course gives an introduction to linear time series models, such as autoregressive, moving average and ARMA models. Moreover, it is shown how the empirical autocorrelation and partial correlati…

   R 1

4. demo_Marchenko_Pastur_Analysis demo_Marchenko_Pastur_Analysis Public

   Presentation held at IMR Machine Learning journal club 15. October 2020. Demo Marcenko Pasture distribution applied to eigenvalues of random matrix

   Jupyter Notebook 1 2

5. Statistics-and-Data-Analysis-for-Financial-Engineering-Copulas Statistics-and-Data-Analysis-for-Financial-Engineering-Copulas Public

   HTML 6 1

6. Ensemble-Information-Filter Ensemble-Information-Filter Public

   An implementation of he Ensemble Information Filter in Python

   Python 1