marcoscarreira Goto Github PK

anexactsolution

Simulation code for "An exact solution for choosing the largest measurement from a sample drawn from an uniform distribution"

brazilianderivatives

Updates, charts, code, data, typos for the book 'Brazilian Derivatives and Securities"

coresignatures

Core Signatures and Inversions

cuttheknotmath

Explorations and Solutions inspired by @CutTheKnotMath

deeplearning

Notebooks used for Udacity's Deep Learning course

dermanpapers

Notebooks that replicate original quantitative finance papers from Emanuel Derman

hawkes-with-latency

Hawkes with Latency

icmcmasters

Papers and Code for the Masters course “Métodos matemáticos aplicados a derivativos e ao mercado brasileiro”

limitorderbooks

Basic Limit Order Book functions

lucretius

Code and files for "Update to The Hidden Moments of a Probability Distribution"

optionextrapolation

probability_weighting

redirectionnetworks

Analysis of Redirection Networks

squaretriangular

Code on numbers that are simultaneously Triangular and Square

statisticalconsequencesoffattails

Python / R / Mathematica / ___ code and commentaries based on Nassim Taleb's "Statistical Consequences of Fat Tails" - Feel free to contribute

tensorflow

Computation using data flow graphs for scalable machine learning

tick

Module for statistical learning, with a particular emphasis on time-dependent modelling

uz_model

Implementation of the Uncertainty Zones Model of Robert and Rosenbaum

xp2017

Material for Day 1 of the XP course on IR Options