A framework for financial systemic risk valuation and analysis.

Open souce quantitative finance models and algorithms with tutorials

A framework for historical volatility estimation and analysis.

A framework for estimating Basel IV capital requirements.

🎓 Tidy regression tools for academics

🎓 Tidy multilevel modeling tools for academics

A framework for detecting misreported returns in hedge funds.

🎓 Tidy SEM tools for academics

An Excel integration of OpenGamma Strata.

Course Website Repo for JOURN 8006: Quantitative Research Methods in Journalism

An R package to accompany the new book 'Using R for Modelling and Quantitative Methods in Fisheries'

R package for quantitative ethnobotany

Textbook on Quantitative Methods and Statistics (English version, EN), available at https://hugoquene.github.io/QMS-EN/

This repository offers beginners in Python and JavaScript a look at the utilities that go into creating each of our programs. Each of these programs is detailed with comments so you can learn more about quantitative finance through code.

Clustering of immune receptor repertoires

A .NET implementation of Initial Margin models.

Return On Invested Capital - This repository contains files that demonstrate Quantitative systematic investment strategy using Return On Invested Capital as a single factor strategy.

Aggregate data and sample code for the paper: Novelty and Cultural Evolution in Modern Popular Music

🎓 Tidy correlation tools for academics

This repository full of ressources for analysing financial markets. Mainly on portfolio and quantitative modelling. Each folder has its documented and explained code with the required datasets to run the scripts correctly. Perfect for anyone keen to sharpen their finance skills with data science.

tekstboek Kwantitatieve Methoden en Statistiek (Nederlandstalige versie, NL), beschikbaar via https://hugoquene.github.io/KMS-NL/

Materials and resources for the Python Hackathon hosted by the QCBio - UCLA

I constructed a simulation study to evaluate the statistical performance of two equivalence-based tests and compared it to the common, but inappropriate, method of concluding no effect by failing to reject the null hypothesis of the traditional test. I further propose two R functions to supply researchers with open-access and easy-to-use tools that they can flexibly adopt in their own research.

🎓 Tidy categorical tools for academics

A short and sweet library handling uncertainty in calculations. Can use both standard, probabilistic uncertainties and maximal uncertainties for arbitrary functions over arbitrary variables.

Comprehensive exploration of the Bike Sharing Problem using advanced Machine Learning for demand forecasting and Mathematical Linear Optimization for strategic bike allocation. Includes detailed Jupyter notebooks covering model development, analysis, and optimization solutions.

FRE 6083, 9733, 6831, 6711

This repository contains presentations and other files used by Vikas Rawal in the class. Most files are in orgmode format but can be seen directly on github. Scroll down to see the content.

Source code and slides for the course Topics in Macroeconomics (ECON5098) taught at the University of Glasgow.

Academic research papers from my MSc Economics, undergraduate studies, and independent research projects. Focused on applied economic analysis, econometrics, digital economy, international trade, and policy-relevant research.