Pinned Loading

1. forecasting-realized-volatility-using-supervised-learning forecasting-realized-volatility-using-supervised-learning Public

   Traditionally, volatility is modeled using parametric models. This project focuses on predicting EUR/USD volatility using more flexible, machine-learning methods.

   R 22 5

2. asian-option-pricing-in-r asian-option-pricing-in-r Public

   In this article, I present methods to efficiently estimate the price and the probability of exercise for vanilla and exotic options in R. In addition, I compare the empirical delta between European…

   TeX 1

3. silver-commodity-market-timing silver-commodity-market-timing Public

   In this article, I present a simple, macroeconomic pricing model for the silver commodity. I construct a statistical fair-value indicator for the silver spot price using recent U.S. data.

   TeX 3