Hidden Markov Models

2022-02-15 Model Classification

In this notebook I will be exploring a Hidden Markov Model (HMM) to classify bull and bear states of a simulated financial instrument. ... Read More

Quntitative Risk Analysis

2021-11-17 Risk Extremes

In this notebook, I will discuss the basic ideas of modelling quantiles and copula dependence. These ideas are important for risk managers as ... Read More

Deep Graph Kernels

2021-11-16 Graph Classification Kernel

Deep Graph Kernels In this notebook I will be constructing a deep graph kernel based on this paper. It utilizes the Weisfeiler-Lehman isomorphism test ... Read More

Group Identification in Stock Markets

2021-09-16 Risk

Introduction In this notebook I will be trying to replicate the work of Dong-Hee Kim and Hawoong Jeong. The goal is to look at the eigen decomposition ... Read More

Data Visualization and Data Reduction

2021-08-30 Visualization Data Analysis

Introduction In this notebook I will be trying out some dimensionality reduction techniques which can be used for modelling and/or data visualization. ... Read More