Financial time series forecasting using R
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Updated
Jul 18, 2022 - Jupyter Notebook
Financial time series forecasting using R
Build a LightGBM model to predict volatility of stocks across different sectors over 10-minute periods
DFIR portfolio: investigation cases with IOCs & ATT&CK, plus operational detections (Splunk/Sigma).
Projet personnel de finance quantitative et algorithmique (Python / M1 Dauphine)
Automate Linux Volatility Commands (and symbols file retrieval)
Test moving average crossover trading systems for various moving average lengths for several assets in R and Fortran
Process Hacker is a powerful process viewer and system monitor designed for system administrators and developers.
Understanding what forensic artifacts are present in the Windows and Linux Operating Systems, how to collect them, and leverage them to investigate security incidents.
A project exploring the geometric structure of volatility surfaces using PCA, curvature analysis, and stochastic modeling to identify systematic patterns in option markets.
A series of methods contained in classes to implement volatility based approaches to underlying data. For example, volatility timing strategies.
Volatility Command Search Engine
Cryptocurrency Volatility Analyzer using Streamlit (Python)
HAR model that also allows modelling higher moments of realised volatility with F distribution under the GAS framework. All parameters of the F distribution can be time-varying if required.
options black-schole calc mode
Dynamic and interactive dashboards based on financial data
options pricing engine
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