Index Type Models
Deep Neural Net Option Pricing
JAX (in progress)
Rcpp
Load Forecasting in Numpyro
Gaussian Regression
Simple Event Study
The Kalman Filter
The Leverage Effect
Error Correction Models
Monte Carlo
Test for a Change in Slope in a Linear Regression
Quantlib
Getting Stock Returns
A Survey of AI in Finance
NYU Call Report Dataset
PySpark
Lisp-Stat