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→ TommasoBelluzzo
3 open source projects by TommasoBelluzzo
[ Open user page on Github ]
1.
Systemicrisk
A framework for systemic risk valuation and analysis.
✭ 72
matlab
time-series
network-analysis
quantitative-finance
time-series-analysis
financial-data
2.
FastHashes
A .NET implementation of several non-cryptographic hashes.
✭ 24
C#
hash-functions
hashing-library
hashing-algorithms
testing-framework
non-cryptographic-hash-functions
fast-algorithms
3.
HistoricalVolatility
A framework for historical volatility estimation and analysis.
✭ 22
matlab
time-series
quantitative-finance
financial-data
financial-analysis
volatility
historical-prices
financial-markets
time-series-analysis
quantitative-analysis
time-series-econometrics
quantitative-methods
historical-volatility-estimators
1-3
of
3
user projects