Pinned Loading

1. Heston_option_pricing Heston_option_pricing Public

   Machine Learning for Finance (FIN-418 EPFL) final project: Comparison of different option pricers for the Heston model

   Jupyter Notebook 6 2

2. covid_impact_stocks_volatility covid_impact_stocks_volatility Public

   Financial Big Data (FIN-525) final project: The Impact of COVID-19 on Returns and Volatility: a case study of the United States, China, Switzerland and Japan

   Jupyter Notebook 7 3

3. causal_structure_stock_prices causal_structure_stock_prices Public

   The goal is to learn the causal structure (network) among different companies by observing their stock prices over a period of time

   Jupyter Notebook 1

4. EPFL_data_science_in_practice EPFL_data_science_in_practice Public

   This repositorty contains all notebooks done throughout the course Data science in practice at EPFL in Spring 2020.

   Jupyter Notebook 1

5. PC_algorithm PC_algorithm Public

   Population version of the PC algorithm using the Meek rules

   Jupyter Notebook 1

6. computational_finance computational_finance Public

   This repositorty contains all notebooks done throughout the course Computational Finance at EPFL in Autumn 2021

   MATLAB 3