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  • São Paulo, Brazil

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  1. from-scratch from-scratch Public

    Algorithms (Statistical Models, Machine Learning, MCMC samplers, etc.) implemented from scratch with as little aid from packages as possible.

    Python 1

  2. nefindata nefindata Public

    Functions to download data from NEFIN, the Brazilian Center for Research in Financial Economics of the University of São Paulo (http://www.nefin.com.br/)

    R 4 1

  3. finance-ml finance-ml Public

    Applications of Marco Lopez de Prado's Advances in Financial Machine Learning

    Python 1 1

  4. fgv-dissertation-twitter-vs-stocks fgv-dissertation-twitter-vs-stocks Public

    Sao Paulo School of Economics, FGV, Master in Economics and Econometrics final dissertation

    R 1