pawelsakowski Goto Github PK

followers: 32.0 following: 25.0 repos: 15.0 gists: 15.0

Name: Paweł Sakowski

Type: User

Company: University of Warsaw

Bio: Assistant Professor at University of Warsaw, Faculty of Economic Sciences, Department of Quantitative Finance

Twitter: pawelsakowski

Location: Warsaw

Blog: https://www.linkedin.com/in/pawelsakowski/

Paweł Sakowski's Projects

af-rcpp-2023-2024

This repository contains materials to "Applied Finance" course at the University of Warsaw, Faculty of Economic Sciences in academic year 2021/2022. Materials refer to the part "Path dependent option pricing with Monte Carlo simulations and Rcpp package"

api-ng-sample-code

Code snippets in various languages to support API-NG client development

covid-19-simpleapp

datasharing

The Leek group guide to data sharing

dotvim

my .vim configuration

dvc_basics

fintech2020

An interactive shiny application which extends results presented in Kość, Sakowski and Ślepaczuk (2019) "Momentum and contrarian effects on the cryptocurrency market", Physica A 523 (2019) 691-701

getequityline

calculating equity line from a set of instruments with given rebalanced weights

goptim

greetingapp_flask

ms-koreferat

my comments for "What are the courts deciding and what will they decide? Topic modelling and time series analysis on the example of the Polish judiciary" by Maciej Świtała