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  1. cp-op cp-op Public

    Replication of "Conformal prediction of option prices", 2024, Joao A. Bastos (https://doi.org/10.1016/j.eswa.2023.123087) with some extensions.

    Jupyter Notebook 5 1

  2. voc_reproduction voc_reproduction Public

    Reproducing results from Kelly, Malamud and Zhou, 2024, "The virtue of complexity in return prediction", Journal of Finance

    Jupyter Notebook 8 2

  3. v-buchkov/mlfcs v-buchkov/mlfcs Public

    Machine Learning for Finance and Complex Systems Project Repository

    Jupyter Notebook 1