Gregor Fabjan
Qnity Consultants
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Python, MATLAB, Visual Basic
Spoken Languages:
English, Italian
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Awarded to Gregor Fabjan on 14 May 2023
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Awarded to Gregor Fabjan on 17 Jul 2022
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Awarded to Gregor Fabjan on 11 Oct 2021
Feeds
Inviato
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...
10 mesi fa | 34 download |
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Nelson Siegel Svansson
Popular way to model the yield curve called Nelson-Siegel-Svannson algorithm
10 mesi fa | 41 download |
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Smith & Wilson algorithm
Smith & Wilson is a popular algorithm for approximating financial curves such as bond yields or rates.
10 mesi fa | 40 download |
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Stationary Bootstrap
Stationary bootstrap algorithm for resampling weakly-dependent stationary data. Based on the 1994 paper by Politis & Romano.
10 mesi fa | 39 download |
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