Gaussian Process Regression for FX Forecasting
Published:
Demonstration Workflow of quantitative analysis on the buy-side to produce a forecasting model.
Posts by Collection
portfolio
Commodity Smart Beta Strategy
Published:
Basic implementation of a potentially market neutral commodity investment strategy done as homework for an interview
Zero-Inflated Poisson Hurdle Model for Ginnie Mae Prepayments
Published:
Zero-inflated Poisson model for predicting prepayment rates of Ginnia Mae MBSs
Celtic Knots based on Cellular Automata
Published:
Simple code for generating reversible cellular automata, then converting the pattern into nodes and edges suitable for Knotter
publications
Paper Title Number 1
Published in Journal 1, 2009
This paper is about the number 1. The number 2 is left for future work.
Recommended citation: Your Name, You. (2009). "Paper Title Number 1." Journal 1. 1(1). http://academicpages.github.io/files/paper1.pdf
Paper Title Number 2
Published in Journal 1, 2010
This paper is about the number 2. The number 3 is left for future work.
Recommended citation: Your Name, You. (2010). "Paper Title Number 2." Journal 1. 1(2). http://academicpages.github.io/files/paper2.pdf
Paper Title Number 3
Published in Journal 1, 2015
This paper is about the number 3. The number 4 is left for future work.
Recommended citation: Your Name, You. (2015). "Paper Title Number 3." Journal 1. 1(3). http://academicpages.github.io/files/paper3.pdf