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Bayesian-ML
Bayesian-ML PublicIn Bayesian-ML, we implemented the Bayesian ML chapter of Stephan Jansen's machine learning for trading in Julia and Bayesian modeling of implied volatility risk of options using grid-based approac…
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Model-free-SDFs-JoF-Replication
Model-free-SDFs-JoF-Replication PublicPython replication package for "Model-Free International Stochastic Discount Factors" (JoF), with code, configs, toy data, and documentation.
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