Gregor Fabjan
Qnity Consultants
Followers: 0 Following: 0
Python, MATLAB, Visual Basic
Spoken Languages:
English, Italian
Statistics
4 Files
RANK
N/A
of 300,746
REPUTATION
N/A
CONTRIBUTIONS
0 Questions
0 Answers
ANSWER ACCEPTANCE
0.00%
VOTES RECEIVED
0
RANK
8,320 of 21,068
REPUTATION
104
AVERAGE RATING
5.00
CONTRIBUTIONS
4 Files
DOWNLOADS
5
ALL TIME DOWNLOADS
1321
RANK
of 170,775
CONTRIBUTIONS
0 Problems
0 Solutions
SCORE
0
NUMBER OF BADGES
0
CONTRIBUTIONS
0 Posts
CONTRIBUTIONS
0 Public Channels
AVERAGE RATING
CONTRIBUTIONS
0 Discussions
AVERAGE NO. OF LIKES
Feeds
Submitted
n-dimensional correlated Brownian motions
Generate a matrix of increments from a multidimensional Brownian motion with a given vector of means and a Variance-Covariance m...
1 year ago | 1 download |
Submitted
Smith & Wilson algorithm
Smith & Wilson is a popular algorithm for approximating financial curves such as bond yields or rates.
1 year ago | 1 download |
Submitted
Stationary Bootstrap
Stationary bootstrap algorithm for resampling weakly-dependent stationary data. Based on the 1994 paper by Politis & Romano.
1 year ago | 1 download |
Submitted
Nelson Siegel Svansson
Popular way to model the yield curve called Nelson-Siegel-Svannson algorithm
1 year ago | 2 downloads |
