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hkalager/README.md
  • 👋 Hi, I’m Arman and this is my personal script repository.
  • 📈 The codes here are from my time doing academic research and does not contain any commerical value.
  • 🔍 You can get a brief intro for each project under "Wiki" tabs.
  • 📫 You can reach me via hassannia[at]outlook[dot]com

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  1. FDR_bucketsFDR_bucketsPublic

    This repository includes the scripts to replicate the results of my paper entitled "A False Discovery Rate Approach to Optimal Volatility Forecasting Model Selection".

    MATLAB 4

  2. optionmoptionmPublic

    This project quantifies the changes in realised and implied volatility over time and investigates profitability of options in top 100 US stocks.

    Python 7 2

  3. ML_AccountingFraudML_AccountingFraudPublic

    This repository contains the core models used in my working paper entitled "A Machine Learning Approach to Detect Accounting Frauds". Note: The codes for the final version of the article are mainta…

    Python

  4. knockoff_indexknockoff_indexPublic

    This repository contains a small project where I study feasibility of using knockoff filters in portfolio management. More details are included in the Wiki page

    Python 1

  5. dfdrdfdrPublic

    This repository includes the scripts to replicate results of my paper entitled "Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices".

    MATLAB

  6. FX_MHT_DMAFX_MHT_DMAPublic

    This repository includes the scripts to replicate the results of my paper entitled "Trading the foreign exchange market with technical analysis and Bayesian Statistics".

    MATLAB 1