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    465 repositories

    • IDA

      Public
      IDA Institute Digital Assets
      Jupyter Notebook
      •1•0•0•0•Updated Dec 1, 2024Dec 1, 2024

    • DeepLearning

      Public
      Jupyter Notebook
      •3•0•0•0•Updated Nov 28, 2024Nov 28, 2024

    • -DEDA2024_FUDAN_Group2_Final-Project

      Public
      Final project group2
      Python
      •1•0•0•0•Updated Nov 26, 2024Nov 26, 2024

    • LLM-Risk

      Public
      This is the repository of the paper "In the Beginning was the Word: LLM-VaR and LLM-ES".
      Jupyter Notebook
      •1•0•0•0•Updated Nov 26, 2024Nov 26, 2024

    • AI4EFin

      Public
      Jupyter Notebook
      •0•0•0•0•Updated Nov 26, 2024Nov 26, 2024

    • Meta_Learning_Monitoring_Source_Code

      Public
      Meta-Learning for Monitoring in Code Summarization Systems
      monitoringpredictiveinterpretabilitymetalearningmlopscodesummarizationcost-informed
      Jupyter Notebook
      •
      MIT License
      •1•0•0•0•Updated Nov 26, 2024Nov 26, 2024

    • PricingKernel_NonMonotone

      Public
      Python
      •1•0•0•0•Updated Nov 26, 2024Nov 26, 2024

    • Bootstrap

      Public
      R
      •0•0•0•0•Updated Nov 26, 2024Nov 26, 2024

    • BitMood

      Public
      This is the repository of the paper "BitMood: AI Analysis of Bitcoin Trends via Facebook Emotion", authors Alexandra Ioana Conda, Ștefan Găman, Raul Cristian Bâg, Miruna Mazurencu-Marinescu-Pele, Daniel Traian Pele, Wolfgang Karl Härdle.
      Jupyter Notebook
      •1•0•0•0•Updated Nov 26, 2024Nov 26, 2024

    • Bayesian_Statistics

      Public
      Jupyter Notebook
      •1•0•0•0•Updated Nov 26, 2024Nov 26, 2024

    • 2024-XAI-Intro

      Public
      This is the repository for the talk Introduction to XAI, Summer School “Data Science for Sustainable Finance and Economics”, HTW Berlin, September 9-13, 2024
      Jupyter Notebook
      •1•0•0•0•Updated Nov 26, 2024Nov 26, 2024

    • CBECopBTCETH

      Public
      R
      •1•0•0•0•Updated Nov 26, 2024Nov 26, 2024

    • DigitalFinance

      Public
      Suborganization dedicated to CA19130 COST Action and MSCA Digital Finance
      Jupyter Notebook
      •
      MIT License
      •1•0•0•0•Updated Nov 26, 2024Nov 26, 2024

    • DEDA_word_embeddings_BERT_examples

      Public
      Jupyter Notebook
      •0•0•0•0•Updated Nov 26, 2024Nov 26, 2024

    • Covid-RO

      Public
      This is the repository of the paper Infodemic Insights: Decoding COVID-19's Digital Footprint in Romania
      Jupyter Notebook
      •1•0•0•0•Updated Nov 26, 2024Nov 26, 2024

    • SDA_2023_Rental_Prices

      Public
      Python
      •1•0•0•0•Updated Nov 26, 2024Nov 26, 2024

    • Metcalfes-Law-and-Cryptocurrencies

      Public
      Jupyter Notebook
      •1•0•0•0•Updated Nov 26, 2024Nov 26, 2024

    • MPF-Electricity

      Public
      Codes for the paper "Multivariate probabilistic forecasting of electricity prices with trading applications" ( I Agakishiev, WK Härdle, M Kopa, K Kozmik, and A Petukhina
      Jupyter Notebook
      •2•3•0•0•Updated Nov 26, 2024Nov 26, 2024

    • DEDA_class_SoSe2023

      Public
      Jupyter Notebook
      •16•4•0•0•Updated Nov 26, 2024Nov 26, 2024

    • Multifractal_Models_in_Finance

      Public
      Jupyter Notebook
      •1•0•0•0•Updated Nov 26, 2024Nov 26, 2024

    • Hedging-Cryptos-with-Bitcoin-Futures

      Public
      HTML
      •2•7•0•0•Updated Nov 26, 2024Nov 26, 2024

    • SDA_2022_St_Gallen

      Public
      Python
      •14•0•0•2•Updated Nov 26, 2024Nov 26, 2024

    • SMLSM

      Public
      This repository contains quantlets for the master thesis "Supervised Machine Learning Sentiment Measures"
      Python
      •2•0•0•0•Updated Nov 26, 2024Nov 26, 2024

    • Encode-the-Qode

      Public
      Towards Code Summarization for Scientific Domain Experts on Scarce Data (Code accompanying the research paper)
      financecodemltransformersquantitative-methodscode-summarizationcode-analysis-truecode-understanding
      Jupyter Notebook
      •
      MIT License
      •0•1•0•0•Updated Nov 26, 2024Nov 26, 2024

    • 21-SFM1-TS-Project-Xingjia-Wang

      Public
      Xinjia Wang's Project on the WS21/22 SFM1 Class
      Jupyter Notebook
      •0•0•0•0•Updated Nov 26, 2024Nov 26, 2024

    • ML-FT_FUDAN_2021

      Public
      1•0•0•0•Updated Nov 26, 2024Nov 26, 2024

    • Outcome-adaptive-Random-Forest

      Public
      Non-parametric variable selection and inference via the outcome-adaptive Random Forest (OARF). Uses the IPTW estimator to estimate the ATE while the propensity score is estimated via OARF. This leads to smaller variance and bias. Only variables that are confounders or predictive of the outcome are selected for the propensity score.
      random-forestadaptive-learningatecausal-inferenceinverse-probability-weights
      R
      •0•1•0•0•Updated Nov 26, 2024Nov 26, 2024

    • CRIXForecastApp

      Public
      R-Shiny app which does a one day forecast of the CRIX (thecrix.de) using an LSTM Model
      R
      •2•0•0•0•Updated Nov 26, 2024Nov 26, 2024

    • Anomaly-Detection

      Public
      Toolkit for Anomaly Detection
      Python
      •
      MIT License
      •2•0•0•0•Updated Nov 26, 2024Nov 26, 2024

    • SurrogateModel

      Public
      This repository contains the software developed for the implementation of surrogate models on dynamical systems, a technique that is thoroughly developed in the paper 'Surrogate Models for Optimization of Dynamical Systems' to appear in “Foundations of Modern Statistics“
      MATLAB
      •3•0•0•0•Updated Nov 26, 2024Nov 26, 2024