Hi this is Durei.
| Title | Date | Tag | Resource |
|---|---|---|---|
| Naive Multi-Armed-Bandit for daily stock picking challenge | 2025-08-15 | WQU/SM | |
| Calibration of Heston/Bates/BCC dynamics via Fourier Inversion methods for option pricing | 2025-07-17 | WQU/SM | erdqlib.examples_ft |
| Heston model and Merton jump model for option pricing | 2025-06-11 | WQU/DP | erdqlib.examples_mc |
| Tree model for option pricing and Dynamic delta hedging | 2025-05-25 | WQU/DP | erdqlib.examples_tree |
| Modeling non-stationarity and finding an equilibrium | 2025-04-15 | WQU/FE | |
| Detecting a regime change | 2025-04-15 | WQU/FE | |
| Stock returns PCA | 2025-01-20 | WQU/FD | |
| Yield curve modelling | 2025-01-20 | WQU/FD |