Gaussian Process Regression for FX Forecasting
Published:
Demonstration Workflow of quantitative analysis on the buy-side to produce a forecasting model.
Projects
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