quantitative-methods

A framework for systemic risk valuation and analysis.

A framework for historical volatility estimation and analysis.

🎓 Tidy regression tools for academics

🎓 Tidy multilevel modeling tools for academics

A framework for detecting misreported returns in hedge funds.

A framework for estimating Basel IV capital requirements.

🎓 Tidy SEM tools for academics

Course Website Repo for JOURN 8006: Quantitative Research Methods in Journalism

Open souce quantitative finance models and algorithms with tutorials

An Excel integration of OpenGamma Strata.

An R package to accompany the new book 'Using R for Modelling and Quantitative Methods in Fisheries'

Textbook on Quantitative Methods and Statistics (English version, EN), available at https://hugoquene.github.io/QMS-EN/

R package for quantitative ethnobotany

🎓 Tidy correlation tools for academics

tekstboek Kwantitatieve Methoden en Statistiek (Nederlandstalige versie, NL), beschikbaar via https://hugoquene.github.io/KMS-NL/

This repository contains presentations and other files used by Vikas Rawal in the class. Most files are in orgmode format but can be seen directly on github. Scroll down to see the content.

A .NET implementation of Initial Margin models.

Materials and resources for the Python Hackathon hosted by the QCBio - UCLA

🎓 Tidy categorical tools for academics

I constructed a simulation study to evaluate the statistical performance of two equivalence-based tests and compared it to the common, but inappropriate, method of concluding no effect by failing to reject the null hypothesis of the traditional test. I further propose two R functions to supply researchers with open-access and easy-to-use tools that they can flexibly adopt in their own research.

Interactive graphs associated with Fischer et al. 2020. Scientific Reports.

A prototype model checker for CTL over constraint semirings

Introductory lectures in statistics and econometrics

Source code and slides for the course Topics in Macroeconomics (ECON5098) taught at the University of Glasgow.

Materials and resources for the Python Hackathon hosted by the QCBio - UCLA

PMT is an interactive format to plot and analyze collaborative networks.

My GitHub Pages

FRE 6083, 9733, 6831, 6711

Data Analysis Code of R & Stata & Python

A python script made for quantitative analysis of text. It returns the number of times one or more words -specified by the user- appear in the text, as well as the most common words..