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

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