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TommasoBelluzzo/README.md

🔧 Technologies

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  1. SystemicRisk SystemicRisk Public

    A framework for financial systemic risk valuation and analysis.

    MATLAB 183 82

  2. PyDTMC PyDTMC Public

    A library for discrete-time Markov chains analysis.

    Python 96 19

  3. FastHashes FastHashes Public

    A .NET implementation of several non-cryptographic hashes.

    C# 69 11

  4. HistoricalVolatility HistoricalVolatility Public

    A framework for historical volatility estimation and analysis.

    MATLAB 36 16

  5. BaselTools BaselTools Public

    A framework for estimating Basel IV capital requirements.

    MATLAB 25 11

  6. HFMRD HFMRD Public

    A framework for detecting misreported returns in hedge funds.

    MATLAB 16 13