alialaradi Goto Github PK
Name: Ali Al-Aradi
Type: User
Bio: PhD Candidate - Department of Statistical Sciences, University of Toronto
Name: Ali Al-Aradi
Type: User
Bio: PhD Candidate - Department of Statistical Sciences, University of Toronto
R and KnitR code to produce results found in "Credit Scoring via Logistic Regression" (http://www.utstat.utoronto.ca/~ali/papers/creditworthinessProject.pdf)
Companion code for "Solving Nonlinear and High-Dimensional Partial Differential Equations via Deep Learning" by A. Al-Aradi, A. Correia, D. Naiff, G. Jardim and Y. Saporito (https://arxiv.org/abs/1811.08782)
MATLAB code to produce results and figures in the project "Functional data analysis of AIDS clinical trials data using principal analysis by conditional expectation" (http://www.utstat.utoronto.ca/~ali/papers/FDAproject.pdf)
MATLAB code to produce results and figures in the paper "Outperformance and Tracking" (https://arxiv.org/abs/1803.05819)
MATLAB code to produce results and figures in the paper "Stochastic Optimal Control of Pairs Trading Strategies with Absolute and Relative Inventory Penalties" (http://www.utstat.utoronto.ca/~ali/papers/PairsTrading.pdf)
MATLAB code to produce results and figures in the paper "Technical Uncertainty in Real Options with Learning" (https://arxiv.org/abs/1803.05831)
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Data-Driven Documents codes.
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