Quantitative Finance Research Group

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Quantitative Finance Research Group

Quantitative Finance Research Lab

Here, it is possible to find some available codes used by the group.

Methods for network (re)construction: codes and examples available

Statistical Validation of networks: codes and examples available

Modelling price cojumps with Hawkes factor models: codes available

Rough Volatility, a lecture by Prof. Jim Gatheral: materials available

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