Gregor Fabjan
Qnity Consultants
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Python, MATLAB, Visual Basic
Spoken Languages:
English, Italian
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Your submissions were downloaded 100 or more times in a month
Awarded to Gregor Fabjan on 01 Jun 2023
Your submissions received 1 five star rating
Awarded to Gregor Fabjan on 14 May 2023
Have 3 submissions connected to GitHub
Awarded to Gregor Fabjan on 17 Jul 2022
Publish your first submission
Awarded to Gregor Fabjan on 11 Oct 2021
Feeds
A soumis
n-dimensional correlated Brownian motions
Generate a matrix of increments from a multidimensional Brownian motion with a given vector of means and a Variance-Covariance m...
9 mois il y a | 29 téléchargements |
A soumis
Nelson Siegel Svansson
Popular way to model the yield curve called Nelson-Siegel-Svannson algorithm
9 mois il y a | 37 téléchargements |
A soumis
Smith & Wilson algorithm
Smith & Wilson is a popular algorithm for approximating financial curves such as bond yields or rates.
9 mois il y a | 38 téléchargements |
A soumis
Stationary Bootstrap
Stationary bootstrap algorithm for resampling weakly-dependent stationary data. Based on the 1994 paper by Politis & Romano.
9 mois il y a | 36 téléchargements |
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