Name: Faisal Nawaz
Type: User
Company: COMSATS University Islamabad
Bio: Dr. Faisal Nawaz Mir obtained his Ph.D. from COMSATS Institute of Information Technology, Pakistan. His doctorate degree is in financial risk management. He hol
Location: Attock
Blog: http://faisalnawazmeer.com/
Faisal Nawaz's Projects
Collection of shell scripts found on the internet
Extract the Management Discussion and Analyses (MD&A) section from 10K Financial Statements
accountingpy.com Python Basics For Accountants Repository
The repository for freeCodeCamp's YouTube course, Algorithmic Trading in Python
to data mining for annual reports
Reproducing Ruey S. Tsay - Analysis of Financial Time Series, Third Edition (2010) in Python.
Code for Applied Text Analysis with Python
A collection of awesome scripts from developers around the globe.
Causality discovery toolbox using Copula Bayesian Networks
Modelled multivariate Gumbel-Marshall-Olkin distribution of default times with exponential marginals and unobservable components with exponential occurrence times and Archimedean dependence given by the Gumbel copula; Derived static hedge, mark-to-market hedge and EWMA hedge of CDS derivatives written on the simultaneous default of a basket of obligors; estimated and validated the model on CDS market data with an application to 20 European banks representative of 5 countries.
CFIE Final Report Structure Extractor (FRSE) is a free tool to detect structure and extract contents from UK Annual Reports
Cloud ML Engine is now a part of AI Platform
Matlab Copula Toolbox
Python Copula Module
Copula toolbox based on Patton's handbook toolbox was revised by Jincheng Gong. Now, it is suitable for Matlab R2022a. But I don't know whether the old version can be used to process this toolbox. I recommond the users to install the latest version of Matlab.
Copula toolbox based on Patton's handbook toolbox was revised by Jincheng Gong. Now, it is suitable for Matlab R2022a. But I don't know whether the old version can be used to process this toolbox. I recommond the users to install the latest version of Matlab.
Misprice Index(conditional copula) Calculation for Pairs Trading
Multivariate data modelling with Copulas in Python
Inference for Gaussian copula factor models and its application to causal discovery.
Simulates 4 time series that follow a copula-GARCH(1,1) model, and then estimates the model parameters for their comparison with the real values.
A library to model multivariate data using copulas.
All code related to the paper: "A Copula Statistic for Measuring Nonlinear Multivariate Dependence"
Python package for the analysis of multiattribute utility copulas.
Introduction to Shell for Data Science by Greg Wilson