{"id":1251,"date":"2021-02-05T10:31:30","date_gmt":"2021-02-05T09:31:30","guid":{"rendered":"http:\/\/mathfinance.sns.it\/?page_id=1251"},"modified":"2021-10-29T13:04:51","modified_gmt":"2021-10-29T12:04:51","slug":"quantitative-finance-research-lab","status":"publish","type":"page","link":"http:\/\/mathfinance.sns.it\/index.php\/quantitative-finance-research-lab\/","title":{"rendered":"Quantitative Finance Research Lab"},"content":{"rendered":"<p>Here, it is possible to find some available codes used by the group.<\/p>\n\n\n<p><em>Methods for network (re)construction:<\/em> <a href=\"http:\/\/mathfinance.sns.it\/network_reconstruction\/\">codes and examples available<\/a><\/p>\n\n\n\n<p><em>Statistical Validation of networks: <\/em><a href=\"http:\/\/mathfinance.sns.it\/statistical_validation\/\">codes and examples available<\/a><\/p>\n\n\n\n<p><em>Modelling price cojumps with Hawkes factor models: <\/em><a href=\"http:\/\/mathfinance.sns.it\/index.php\/modelling-systemic-price-cojumps-with-hawkes-factor-models\/\" data-type=\"URL\">codes available<\/a><\/p>\n\n\n\n<p><em>Rough Volatility<\/em>,  a lecture by Prof. Jim Gatheral: <a href=\"http:\/\/mathfinance.sns.it\/index.php\/rough-volatility\/\" data-type=\"URL\" data-id=\"http:\/\/mathfinance.sns.it\/index.php\/rough-volatility\/\">materials available<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>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<\/p>\n","protected":false},"author":7,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":[],"_links":{"self":[{"href":"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/pages\/1251"}],"collection":[{"href":"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/users\/7"}],"replies":[{"embeddable":true,"href":"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/comments?post=1251"}],"version-history":[{"count":11,"href":"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/pages\/1251\/revisions"}],"predecessor-version":[{"id":1516,"href":"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/pages\/1251\/revisions\/1516"}],"wp:attachment":[{"href":"http:\/\/mathfinance.sns.it\/index.php\/wp-json\/wp\/v2\/media?parent=1251"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}