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1. market-model-al market-model-al Public

   Simulation study on reverse-engineering competitor tariffs. Comparing Active Learning, Simple Random Sampling and the Cube Method (Tillé & Deville).

   Python

2. bollinger-bands bollinger-bands Public

   Interactive trading dashboard implementing Alfons Cortés' Bollinger Bands strategy based on Behavioral Finance. Features automated exit/re-entry signals, multi-currency support, and relative streng…

   Python 1

3. claim-simulation claim-simulation Public

   A non-life actuarial frequency model trained in Python, exported to ONNX, and driven by a high-speed Monte Carlo engine written in Rust.

   Python

4. exact-smooth-term-structure-estimation exact-smooth-term-structure-estimation Public

   Implementation of the exact smooth term structure estimation approach of Filipovic and Willems (2018)

   R 1 1

5. transfer-learning-feature-extraction transfer-learning-feature-extraction Public

   Here I show how a pre-trained model as MobileNetV2 can be used to extract features from images. The extracted features can the be considered to train a model on the data of interest. The approach d…

   Jupyter Notebook 1