NYCU Final project
Statistics of Finance data; Quantitative finance; Forecasting
Courselet
The Financial Risk Meter (FRM) sheds light on the emergence of systemic risk. Using of quantile regression techniques, it is..
Courselet
This talk discusses the portfolio loss estimation through copulae
Courselet
We propose an algorithm SARSA-IS to find the optimal investment strategy in the presence of rare disasters.
Course
Statistics of Finance data; Quantitative finance; Forecasting