- ๐ Hi, Iโm @nicoloceneda
- ๐ Iโm interested in fixed income securities and financial derivatives
- ๐ Iโm currently a PhD candidate in Finance at Imperial College London
- ๐ซ n.ceneda20[at]imperial.ac.uk
nicoloceneda / qr-hfdtd-rnn Goto Github PK
View Code? Open in Web Editor NEWQuantile Regression of High-Frequency Data Tail Dynamics via a Recurrent Neural Network