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  1. Logistic-Regression-Lasso-Optimization Logistic-Regression-Lasso-Optimization Public

    Implementation of different methods for optimization of logistic regression model with and without Lasso regularization.

    R 3 2

  2. Markov-Chain-Monte-Carlo-Continuous-GARCH-Estimation Markov-Chain-Monte-Carlo-Continuous-GARCH-Estimation Public

    Research on MCMC methods for estimating volatility and parameters of continuous GARCH model for option pricing.

    R 2 1

  3. Derivatives-Pricing-Methods Derivatives-Pricing-Methods Public

    Implementation of different methods for options pricing, based on Monte Carlo simulations, numerical methods and partial differential equations.

    R 2 1

  4. Monte-Carlo-Pricing-Efficiency Monte-Carlo-Pricing-Efficiency Public

    Improving efficiency of Monte Carlo option pricing using R programming techniques, variance reduction methods and low-discrepancy series.

    R 1