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quantitative-methods

Here are 5 public repositories matching this topic...

TommasoBelluzzo / SystemicRisk

A framework for financial systemic risk valuation and analysis.

time-series risk-analysis risk-models quantitative-finance network-analysis financial-data financial-analysis financial-markets financial-institutions risk-management time-series-analysis quantitative-analysis time-series-econometrics quantitative-methods systemic-risk

Updated Jan 5, 2023
MATLAB

TommasoBelluzzo / HistoricalVolatility

A framework for historical volatility estimation and analysis.

time-series quantitative-finance financial-data financial-analysis volatility historical-prices financial-markets time-series-analysis quantitative-analysis time-series-econometrics quantitative-methods historical-volatility-estimators

Updated Jun 14, 2020
MATLAB

TommasoBelluzzo / BaselTools

A framework for estimating Basel IV capital requirements.

risk-analysis risk-models quantitative-finance financial-data financial-analysis risk-management quantitative-analysis quantitative-methods financial-instruments banking-system capital-requirements counterparty-credit-risk operational-risk

Updated Jul 23, 2019
MATLAB

TommasoBelluzzo / HFMRD

A framework for detecting misreported returns in hedge funds.

time-series quantitative-finance financial-data financial-analysis financial-markets returns anti-fraud time-series-analysis testing-framework quantitative-analysis time-series-econometrics quantitative-methods hedge-funds financial-forensics

Updated Aug 25, 2019
MATLAB

richardfoltyn / mres-macro-topics

Source code and slides for the course Topics in Macroeconomics (ECON5098) taught at the University of Glasgow.

macroeconomics quantitative-methods

Updated Mar 31, 2023
MATLAB

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