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Matière

Méthodes statistiques et data science pour la finance

Markowitz, GARCH, régression, GPR, séries temporelles, notebooks

Bibliothèque

Tous les supports

1. Pres_Rosenbaum_DU_Markowitz_2023.pdf

PDF 215 KB Racine

Cours_DU_RoughVolatility_Part1 (1).pdf

PDF 511 KB Racine

GAUSSIAN_PROCESS_REGRESSION.pdf

PDF 12588 KB Racine

GPR_PATH_DEPENDENT_MODEL_THESIS.pdf

PDF 2412 KB Racine

Garch2024.pdf

PDF 269 KB Racine

Ledoit_Wolf.pdf

PDF 162 KB Racine

Markovitz Cpam.pdf

PDF 379 KB Racine

Markovitz Cpam2.pdf

PDF 1644 KB Racine

Nonlinear_transient_impact (10).pdf

PDF 1165 KB Racine

Regression2023.pdf

PDF 182 KB Racine

SERIE_TEMPORELLE_CHAP_1.pdf

PDF 16284 KB SERIE_TEMPORELLE

SERIE_TEMPORELLE_CHAP_2.pdf

PDF 8450 KB SERIE_TEMPORELLE

SERIE_TEMPORELLE_CHAP_3.pdf

PDF 6421 KB SERIE_TEMPORELLE

SERIE_TEMPORELLE_CHAP_4.pdf

PDF 5297 KB SERIE_TEMPORELLE

SERIE_TEMPORELLE_CHAP_5.pdf

PDF 7899 KB SERIE_TEMPORELLE

SERIE_TEMPORELLE_CHAP_6.pdf

PDF 7870 KB SERIE_TEMPORELLE

Series-Temporelles-X.pdf

PDF 5389 KB Racine

ARCH GARCH and GMM_TD.ipynb

Notebook 298 KB TDs

Analyse_Composnates_Principales_TD.ipynb

Notebook 309 KB TDs

CAPM_TD.ipynb

Notebook 816 KB TDs

ARCH GARCH and GMM_corrigé.ipynb

Notebook 185 KB TDs/CORRECTION

Analyse_Composnates_Principales_Corrigé.ipynb

Notebook 236 KB TDs/CORRECTION

DU.Markowitz_TD_Corrigé.ipynb

Notebook 653 KB TDs/CORRECTION

Gaussian_processes corrige.ipynb

Notebook 931 KB TDs/CORRECTION

LinearRegression-Lasso-Ridge-Regression_corrigé.ipynb

Notebook 623 KB TDs/CORRECTION

DU_markowitz.ipynb

Notebook 374 KB TDs

Estimation_Matrice_Correlation-TD.ipynb

Notebook 367 KB TDs

Gaussian_processes-TD.ipynb

Notebook 409 KB TDs

LinearRegression-Lasso-Ridge-Regression.ipynb

Notebook 381 KB TDs

Marcenko Pastur.ipynb

Notebook 191 KB TDs

TEST_TD.ipynb

Notebook 598 KB TDs

yahoo_tickers_2010.csv

CSV 132 KB TDs

examen.jpg

Image 3260 KB Racine