a91quaini Goto Github PK
Name: Alberto Quaini
Type: User
Company: Erasmus University of Rotterdam
Bio: Assistant Professor of Statistics at Erasmus University of Rotterdam
Alberto Quaini's Projects
a91quaini.github.io
adv_probability_notes
Measure theoretic probability notes
armagos2016
RcppArmadillo based Reproduction of key parts of "Time-Varying Risk Premium in Large Cross-Sectional Equity Data Sets"
bootcamp2018
Repository of syllabi, lecture notes, Jupyter notebooks, code, and problem sets for OSM Lab Boot Camp 2018
cpp_linalg
C++ linear algebra functions and training files
cpp_smartsdf
cppprojecttemplate
cv
Personal cv
factormap
Estimation and inference for factor models in Asset Pricing.
fista
FISTA implementation in MATLAB (recently updated FISTA with backtracking)
intrinsicfrp
An R package for Factor Model Asset Pricing
ksupport
Code for the machine learning methods described in: M. B. Blaschko, A Note on k-support Norm Regularized Risk Minimization. arXiv:1303.6390, 2013.
markovitzrrr
osm2018
pef_resampling
UNISG PhD course "Resampling methods and forecasting" final presentation.
shiny_apps
a bunch of shiny apps
simulationplses
svdarma
vimrc
The ultimate Vim configuration: vimrc
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