Pinned Loading

1. LossCrusaders LossCrusaders Public

   Kaggle challenge: Jane Street Real-Time Market Data Forecasting

   Python

2. scale-functions-for-spLp scale-functions-for-spLp Public

   Sampling algorithms for scale functions of spectrally positive Levy Processes (spLp) and their comparisons to theoretically derived scale functions. We consider a Stick-Breaking procedure and a Mar…

3. simulation-of-CBIs-and-BGWIs simulation-of-CBIs-and-BGWIs Public

   Python

4. curves-and-all curves-and-all Public

   Simple Monte Carlo based finance project. For research purposes.

   Python