R and Python Code

  • R package on Portfolio Risk Analysis: PortRisk

  • R code for the Bayesian Inference for Generalized Multivariate Gamma Distribution (2010). Click Here

  • R code for the Clustering Mixed Datasets Using Homogeneity Analysis (2018). Click Here

  • The Python implementation of
    • Fast Gaussian Process Regression for Big Data.Click Here

  • The Python implementation of Yield Curve Forecasting. Click Here

  • The Python implementation of Supervised Learning with Augmented Trees. Click Here