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1. optimal_transaction_execution optimal_transaction_execution Public

   This entry contains two topics The first item is entirely based on the following paper: http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2011-056.pdf It contains 2 MATLAB demonstrating script : D…

   MATLAB 33 18

2. portfolio_backtesting portfolio_backtesting Public

   We optimize our portoflio using constrained 130/30 efficient frontier. The definition and backtesting of the strategy is done through a GUI and outputs a dynamic report to highlight the strategy (p…

   MATLAB 6 4

3. macroeconomic_forecasting macroeconomic_forecasting Public

   We use here a linearized DSGE (dynamic stochastic general equilibrium) to model the United States economic macro-economy. We make forecast and backtest our model over 50 years.

   R 5 5

4. QUIZ_TEST QUIZ_TEST Public

   HTML 1

5. LATEX_WORKSPACE LATEX_WORKSPACE Public

   TeX 1

6. initiation_python_finance initiation_python_finance Public

   Jupyter Notebook 1 1