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1. fgv-empirical-asset-pricing fgv-empirical-asset-pricing Public

   This repository will be used to organize all the codes and notes written on the Empirical asset pricing course given at the school of economics at FGV-SP on 2020 by prof. Marcelo Fernandes.

   Jupyter Notebook 12 7

2. lstm-crossasset-momentum lstm-crossasset-momentum Public

   Project that wishes to extend the work of Lim, Zohren and Roberts 2019 to account for cross-asset variation in time series momentum using LSTM networks.

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3. rpowbe rpowbe Public

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4. hawkes-with-exogs hawkes-with-exogs Public

   Forked from konqr/lobSimulations

   Jupyter Notebook 3

5. QuantFinDrafts QuantFinDrafts Public

   Mostly experiments of quantitative finance concepts that i wish to get a deeper knowledge of the underlying theory

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6. PhD-RP PhD-RP Public

   This is my reading list to write my PhD research proposal.

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