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Anita Mezzetti's Projects

advanced_derivatives icon advanced_derivatives

This repositorty contains all notebooks done throughout the course Advanced Derivatives at EPFL in Autumn 2021

causal_structure_stock_prices icon causal_structure_stock_prices

The goal is to learn the causal structure (network) among different companies by observing their stock prices over a period of time

computational_finance icon computational_finance

This repositorty contains all notebooks done throughout the course Computational Finance at EPFL in Autumn 2021

covid_impact_stocks_volatility icon covid_impact_stocks_volatility

Financial Big Data (FIN-525) final project: The Impact of COVID-19 on Returns and Volatility: a case study of the United States, China, Switzerland and Japan

heston_option_pricing icon heston_option_pricing

Machine Learning for Finance (FIN-418 EPFL) final project: Comparison of different option pricers for the Heston model

pc_algorithm icon pc_algorithm

Population version of the PC algorithm using the Meek rules

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